+531.5%
RKLB vs ROST
+124.2%
+407.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -2.7% |
| 7D | +15.9% | +0.3% | +15.7% | +16.0% |
| 30D | +4.0% | +0.5% | +3.5% | +3.4% |
| 3M | -23.2% | -5.2% | -17.9% | -21.4% |
| 6M | -50.4% | +9.8% | -60.3% | -53.6% |
| YTD | -11.8% | +29.4% | -41.2% | -24.8% |
| 1Y | +36.0% | +44.4% | -8.4% | +8.8% |
| 3Y | +1,321.0% | +95.0% | +1,226.0% | +847.5% |
| 5Y | +328.2% | +111.9% | +216.3% | +153.0% |
| All | +531.5% | +124.2% | +407.3% | +268.1% |
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