+557.5%
RKLB vs TMUS
+41.1%
+516.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -3.1% |
| 7D | +39.3% | +6.5% | +32.8% | +38.4% |
| 30D | -0.2% | +11.3% | -11.5% | -1.6% |
| 3M | -21.1% | -2.9% | -18.2% | -20.8% |
| 6M | -45.5% | -10.5% | -35.0% | -44.8% |
| YTD | -8.2% | -14.4% | +6.3% | -7.2% |
| 1Y | +28.2% | -17.9% | +46.1% | +31.5% |
| 3Y | +1,366.1% | +21.9% | +1,344.3% | +1,048.1% |
| 5Y | +345.9% | +52.1% | +293.7% | +219.9% |
| All | +557.5% | +41.1% | +516.4% | +355.0% |
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