+221.9%
RL vs VSAT
-0.1%
+222.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.1% | -2.3% |
| 7D | -4.2% | -17.0% | +12.8% | -2.2% |
| 30D | +4.3% | -9.8% | +14.0% | +5.0% |
| 3M | -4.6% | -22.0% | +17.4% | -2.4% |
| 6M | +1.7% | -5.0% | +6.7% | -0.1% |
| YTD | +7.3% | +85.6% | -78.2% | -4.7% |
| 1Y | +20.8% | +80.2% | -59.4% | +7.2% |
| 3Y | +247.0% | +250.0% | -3.1% | +153.6% |
| All | +221.9% | -0.1% | +222.0% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling