+535.9%
RKLB vs ROST
+118.2%
+417.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -2.9% | -2.5% | -0.4% | -1.6% |
| 30D | -22.6% | -10.3% | -12.3% | -18.1% |
| 3M | -41.0% | -2.6% | -38.4% | -40.8% |
| 6M | -10.1% | +6.5% | -16.6% | -14.2% |
| YTD | -11.2% | +25.9% | -37.1% | -22.8% |
| 1Y | +34.2% | +52.3% | -18.1% | +4.3% |
| 3Y | +899.4% | +94.6% | +804.8% | +570.2% |
| 5Y | +231.5% | +111.1% | +120.4% | +97.5% |
| All | +535.9% | +118.2% | +417.7% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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