+5,363.4%
ROP vs VSAT
+1,399.8%
+3,963.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.7% |
| 7D | -2.7% | +20.0% | -22.6% | -5.1% |
| 30D | +29.7% | +6.5% | +23.2% | +27.6% |
| 3M | +21.2% | -18.3% | +39.5% | +22.7% |
| 6M | +48.3% | +0.4% | +47.9% | +43.3% |
| YTD | +8.4% | +106.7% | -98.3% | -6.7% |
| 1Y | +6.0% | +89.9% | -83.9% | -8.1% |
| 3Y | -5.6% | +276.3% | -281.9% | -33.7% |
| 5Y | +1.3% | +32.9% | -31.7% | -21.2% |
| 10Y | +184.1% | -12.2% | +196.3% | +123.1% |
| All | +5,363.4% | +1,399.8% | +3,963.6% | +2,901.3% |
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