+576.0%
RKLB vs ROST
+121.9%
+454.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +5.3% | +0.2% | +5.1% | +5.2% |
| 30D | -20.5% | -10.0% | -10.5% | -16.1% |
| 3M | -42.0% | +1.2% | -43.3% | -43.1% |
| 6M | -6.0% | +8.9% | -15.0% | -11.4% |
| YTD | -5.6% | +28.1% | -33.6% | -18.7% |
| 1Y | +38.0% | +53.0% | -15.0% | +7.1% |
| 3Y | +962.4% | +97.9% | +864.6% | +605.9% |
| 5Y | +336.5% | +112.0% | +224.5% | +158.6% |
| All | +576.0% | +121.9% | +454.1% | +297.6% |
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