+331.3%
RKLB vs TOST
-47.1%
+378.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.3% | +6.8% |
| 7D | +15.2% | +3.0% | +12.3% | +13.6% |
| 30D | -8.1% | +10.3% | -18.3% | -12.5% |
| 3M | -21.7% | -3.3% | -18.4% | -21.7% |
| 6M | -40.5% | +37.8% | -78.3% | -50.1% |
| YTD | -10.1% | -2.8% | -7.3% | -14.7% |
| 1Y | +20.8% | -9.6% | +30.4% | +19.1% |
| 3Y | +1,335.0% | +144.6% | +1,190.4% | +787.3% |
| 5Y | +329.8% | -31.0% | +360.8% | +222.0% |
| All | +331.3% | -47.1% | +378.4% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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