+531.5%
RKLB vs STM
+30.9%
+500.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.5% | -4.3% |
| 7D | +15.9% | +12.0% | +3.9% | +9.1% |
| 30D | +4.0% | -0.4% | +4.3% | +5.0% |
| 3M | -23.2% | -13.2% | -10.0% | -16.5% |
| 6M | -50.4% | -26.1% | -24.4% | -42.8% |
| YTD | -11.8% | +81.2% | -93.0% | -36.6% |
| 1Y | +36.0% | +98.3% | -62.3% | -6.6% |
| 3Y | +1,321.0% | +16.7% | +1,304.3% | +1,075.1% |
| 5Y | +328.2% | -4.8% | +333.0% | +260.2% |
| All | +531.5% | +30.9% | +500.6% | +395.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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