-64.1%
OUST vs VSAT
+80.1%
-144.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +7.7% | +6.3% | +11.1% |
| 7D | +17.0% | -17.0% | +34.0% | +24.8% |
| 30D | -16.5% | -9.8% | -6.7% | -13.6% |
| 3M | -23.7% | -22.0% | -1.7% | -16.5% |
| 6M | +18.4% | -5.0% | +23.3% | +21.0% |
| YTD | +60.8% | +85.6% | -24.8% | +30.2% |
| 1Y | +44.2% | +80.2% | -36.0% | +17.9% |
| 3Y | +668.1% | +250.0% | +418.1% | +324.7% |
| 5Y | -48.8% | -4.6% | -44.3% | -60.3% |
| All | -64.1% | +80.1% | -144.2% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling