-15.3%
ROP vs VSAT
+53.4%
-68.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.2% | -6.1% | -2.9% |
| 7D | -5.4% | +17.3% | -22.7% | -5.8% |
| 30D | -1.6% | -3.3% | +1.6% | -1.6% |
| 3M | +18.8% | +18.7% | +0.1% | +17.7% |
| 6M | +8.2% | +77.6% | -69.3% | +4.9% |
| YTD | -10.5% | +125.6% | -136.1% | -14.5% |
| 1Y | -23.7% | +158.3% | -182.1% | -27.9% |
| 3Y | -17.9% | +226.1% | -244.0% | -25.9% |
| 5Y | -15.3% | +54.7% | -70.0% | -26.4% |
| All | -15.3% | +53.4% | -68.8% | -26.4% |
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 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