+1,507.8%
RL vs VSAT
+830.2%
+677.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.1% | -2.7% |
| 7D | -4.2% | -17.0% | +12.8% | -1.4% |
| 30D | +4.3% | -9.8% | +14.0% | +5.3% |
| 3M | -4.6% | -22.0% | +17.4% | -1.6% |
| 6M | +1.7% | -5.0% | +6.7% | -0.8% |
| YTD | +7.3% | +85.6% | -78.2% | -8.6% |
| 1Y | +20.8% | +80.2% | -59.4% | +2.8% |
| 3Y | +247.0% | +250.0% | -3.1% | +130.0% |
| 5Y | +225.5% | -4.6% | +230.0% | +158.2% |
| 10Y | +363.0% | -7.2% | +370.3% | +252.4% |
| All | +1,507.8% | +830.2% | +677.6% | +635.7% |
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