+400.0%
RKLB vs OSCR
-9.0%
+409.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -2.0% | +1.6% | -3.7% | -2.4% |
| 30D | -22.4% | +10.7% | -33.1% | -24.6% |
| 3M | -45.2% | +13.4% | -58.5% | -47.3% |
| 6M | -12.5% | +144.6% | -157.1% | -31.4% |
| YTD | -9.8% | +128.0% | -137.8% | -28.4% |
| 1Y | +30.0% | +68.7% | -38.7% | +9.0% |
| 3Y | +942.2% | +398.8% | +543.4% | +459.2% |
| 5Y | +236.8% | +87.3% | +149.6% | +99.9% |
| All | +400.0% | -9.0% | +409.0% | +254.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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