+134.2%
RBRK vs VSAT
+367.7%
-233.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | -7.5% | -1.3% | -6.2% | -7.3% |
| 30D | -10.4% | -14.8% | +4.4% | -8.1% |
| 3M | +21.3% | +2.2% | +19.1% | +19.4% |
| 6M | +50.6% | +60.2% | -9.5% | +35.0% |
| YTD | +13.3% | +115.6% | -102.3% | -4.5% |
| 1Y | +11.2% | +132.9% | -121.6% | -8.1% |
| All | +134.2% | +367.7% | -233.5% | +53.2% |
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