+5,324.5%
ROP vs VSAT
+1,476.0%
+3,848.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +0.2% | -0.5% | +0.7% | -0.2% |
| 30D | +30.3% | +4.0% | +26.4% | +28.6% |
| 3M | +17.8% | -11.8% | +29.5% | +18.1% |
| 6M | +38.9% | +6.9% | +32.0% | +33.2% |
| YTD | +7.6% | +117.2% | -109.6% | -7.9% |
| 1Y | +6.5% | +102.4% | -95.9% | -8.4% |
| 3Y | -6.3% | +295.5% | -301.7% | -34.6% |
| 5Y | +0.9% | +37.0% | -36.1% | -21.6% |
| 10Y | +180.7% | -6.0% | +186.8% | +118.5% |
| All | +5,324.5% | +1,476.0% | +3,848.5% | +2,862.6% |
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