+1,174.8%
OXY vs VSAT
+1,536.8%
-362.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.6% |
| 7D | -0.5% | +17.3% | -17.8% | -2.7% |
| 30D | +8.5% | -3.3% | +11.7% | +8.8% |
| 3M | +6.0% | +18.7% | -12.7% | +1.5% |
| 6M | +13.0% | +77.6% | -64.6% | +0.4% |
| YTD | +48.9% | +125.6% | -76.7% | +26.5% |
| 1Y | +36.4% | +158.3% | -121.9% | +12.0% |
| 3Y | -2.3% | +226.1% | -228.4% | -31.0% |
| 5Y | +160.6% | +54.7% | +106.0% | +97.3% |
| 10Y | +2.0% | +3.5% | -1.6% | -19.5% |
| All | +1,174.8% | +1,536.8% | -362.0% | +616.5% |
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