+30.1%
ROK vs VSAT
+25.1%
+5.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.1% |
| 7D | +7.1% | +5.9% | +1.2% | +6.3% |
| 30D | -5.0% | +9.7% | -14.7% | -6.1% |
| 3M | -9.4% | -18.3% | +8.9% | -7.9% |
| 6M | -11.0% | -4.1% | -6.9% | -12.1% |
| YTD | +4.4% | +96.5% | -92.1% | -5.6% |
| 1Y | +7.4% | +89.3% | -81.9% | -2.8% |
| 3Y | +61.0% | +270.1% | -209.1% | +24.6% |
| All | +30.1% | +25.1% | +5.1% | +8.7% |
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 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