+557.5%
RKLB vs ROST
+129.5%
+428.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.5% | -2.3% |
| 7D | +39.3% | +0.9% | +38.5% | +38.7% |
| 30D | -0.2% | +5.1% | -5.4% | -3.2% |
| 3M | -21.1% | -4.3% | -16.8% | -19.7% |
| 6M | -45.5% | +9.4% | -54.9% | -48.9% |
| YTD | -8.2% | +32.5% | -40.6% | -22.7% |
| 1Y | +28.2% | +46.9% | -18.7% | +1.7% |
| 3Y | +1,366.1% | +98.1% | +1,268.0% | +869.5% |
| 5Y | +345.9% | +116.9% | +228.9% | +160.1% |
| All | +557.5% | +129.5% | +428.0% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling