+546.0%
RKLB vs NSC
+46.7%
+499.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.1% |
| 7D | -2.0% | -2.8% | +0.8% | -0.5% |
| 30D | -22.4% | -4.5% | -17.9% | -20.6% |
| 3M | -45.2% | +3.5% | -48.7% | -46.9% |
| 6M | -12.5% | +8.5% | -21.0% | -17.7% |
| YTD | -9.8% | +12.3% | -22.1% | -17.2% |
| 1Y | +30.0% | +18.9% | +11.0% | +15.0% |
| 3Y | +942.2% | +74.1% | +868.1% | +607.0% |
| 5Y | +236.8% | +43.9% | +192.9% | +163.2% |
| All | +546.0% | +46.7% | +499.3% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling