+341.2%
ROK vs VSAT
+3.1%
+338.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.5% |
| 7D | -1.6% | +3.4% | -5.0% | -2.2% |
| 30D | -5.4% | -12.2% | +6.8% | -3.6% |
| 3M | -4.0% | +20.6% | -24.6% | -8.5% |
| 6M | +13.3% | +60.2% | -46.8% | +1.6% |
| YTD | +9.3% | +115.3% | -105.9% | -7.8% |
| 1Y | +25.8% | +154.6% | -128.7% | +1.9% |
| 3Y | +49.1% | +211.2% | -162.1% | +2.3% |
| 5Y | +45.9% | +52.7% | -6.8% | +9.3% |
| All | +341.2% | +3.1% | +338.0% | +224.4% |
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