+535.9%
RKLB vs TMUS
+46.2%
+489.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -2.9% | -5.8% | +2.9% | -1.9% |
| 30D | -22.6% | -0.2% | -22.3% | -22.6% |
| 3M | -41.0% | -4.0% | -37.0% | -41.1% |
| 6M | -10.1% | -18.1% | +8.0% | -6.1% |
| YTD | -11.2% | -11.3% | +0.2% | -10.6% |
| 1Y | +34.2% | -24.7% | +58.9% | +44.8% |
| 3Y | +899.4% | +35.4% | +864.0% | +648.7% |
| 5Y | +231.5% | +42.4% | +189.1% | +147.7% |
| All | +535.9% | +46.2% | +489.7% | +338.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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