-79.4%
RIG vs VSAT
+1,536.8%
-1,616.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.8% | -2.2% |
| 7D | -2.7% | +17.3% | -20.0% | -5.7% |
| 30D | +9.5% | -3.3% | +12.8% | +9.9% |
| 3M | -6.6% | +18.7% | -25.4% | -11.8% |
| 6M | -2.9% | +77.6% | -80.4% | -16.6% |
| YTD | +39.5% | +125.6% | -86.2% | +13.3% |
| 1Y | +82.3% | +158.3% | -76.0% | +42.1% |
| 3Y | -29.6% | +226.1% | -255.7% | -54.0% |
| 5Y | +63.2% | +54.7% | +8.5% | +18.1% |
| 10Y | -45.0% | +3.5% | -48.5% | -57.7% |
| All | -79.4% | +1,536.8% | -1,616.3% | -90.0% |
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