+580.6%
RIO vs VSAT
+3.1%
+577.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.7% | -4.5% |
| 7D | -3.4% | +3.4% | -6.8% | -3.9% |
| 30D | +0.6% | -12.2% | +12.8% | +2.1% |
| 3M | +2.5% | +20.6% | -18.1% | -1.2% |
| 6M | +10.8% | +60.2% | -49.4% | +1.9% |
| YTD | +30.5% | +115.3% | -84.8% | +14.6% |
| 1Y | +68.1% | +154.6% | -86.4% | +43.1% |
| 3Y | +94.0% | +211.2% | -117.1% | +45.9% |
| 5Y | +92.0% | +52.7% | +39.3% | +53.3% |
| All | +580.6% | +3.1% | +577.5% | +438.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling