+4,812.3%
ROK vs VSAT
+1,485.7%
+3,326.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +0.5% |
| 7D | +0.7% | +11.8% | -11.1% | -1.1% |
| 30D | -3.3% | -7.0% | +3.7% | -2.3% |
| 3M | -5.9% | +3.3% | -9.1% | -7.8% |
| 6M | +13.9% | +57.4% | -43.6% | +2.9% |
| YTD | +12.6% | +118.6% | -106.0% | -4.4% |
| 1Y | +28.6% | +150.2% | -121.6% | +5.6% |
| 3Y | +45.1% | +160.7% | -115.6% | +4.7% |
| 5Y | +45.6% | +51.2% | -5.6% | +9.0% |
| 10Y | +345.0% | -0.7% | +345.7% | +242.5% |
| All | +4,812.3% | +1,485.7% | +3,326.6% | +2,401.2% |
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