+7,129.4%
RY vs VSAT
+1,485.7%
+5,643.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.2% |
| 7D | +3.1% | +11.8% | -8.7% | +1.9% |
| 30D | -0.3% | -7.0% | +6.7% | +0.3% |
| 3M | +8.7% | +3.3% | +5.4% | +7.1% |
| 6M | +28.5% | +57.4% | -28.9% | +20.2% |
| YTD | +25.1% | +118.6% | -93.5% | +12.2% |
| 1Y | +46.3% | +150.2% | -103.9% | +28.2% |
| 3Y | +154.9% | +160.7% | -5.8% | +105.4% |
| 5Y | +140.3% | +51.2% | +89.1% | +97.8% |
| 10Y | +377.0% | -0.7% | +377.7% | +296.2% |
| All | +7,129.4% | +1,485.7% | +5,643.7% | +4,300.6% |
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