+576.0%
RKLB vs STM
+45.3%
+530.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | +5.3% | +5.2% | +0.1% | +2.5% |
| 30D | -20.5% | -7.4% | -13.1% | -17.2% |
| 3M | -42.0% | -30.6% | -11.4% | -30.7% |
| 6M | -6.0% | +66.4% | -72.4% | -29.4% |
| YTD | -5.6% | +101.1% | -106.7% | -36.3% |
| 1Y | +38.0% | +97.4% | -59.4% | -7.3% |
| 3Y | +962.4% | +21.1% | +941.3% | +760.1% |
| 5Y | +336.5% | +22.5% | +314.0% | +235.1% |
| All | +576.0% | +45.3% | +530.7% | +397.5% |
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