+1,395.2%
RL vs VSAT
+995.6%
+399.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | +1.2% |
| 7D | -0.8% | +11.8% | -12.6% | -2.7% |
| 30D | -7.8% | -7.0% | -0.7% | -6.8% |
| 3M | -4.0% | +3.3% | -7.3% | -6.3% |
| 6M | -1.9% | +57.4% | -59.3% | -12.2% |
| YTD | -0.2% | +118.6% | -118.7% | -16.6% |
| 1Y | +10.7% | +150.2% | -139.6% | -10.9% |
| 3Y | +210.8% | +160.7% | +50.1% | +118.7% |
| 5Y | +238.2% | +51.2% | +187.0% | +148.6% |
| 10Y | +313.4% | -0.7% | +314.0% | +213.6% |
| All | +1,395.2% | +995.6% | +399.7% | +571.5% |
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