+304.8%
RKLB vs TOST
-46.7%
+351.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.3% | +10.6% | +10.8% |
| 7D | +13.0% | +4.0% | +9.0% | +11.0% |
| 30D | -13.7% | +11.1% | -24.8% | -18.1% |
| 3M | -28.9% | +0.8% | -29.8% | -30.3% |
| 6M | -44.2% | +38.8% | -83.0% | -53.3% |
| YTD | -15.6% | -2.1% | -13.5% | -20.1% |
| 1Y | +14.0% | -6.0% | +20.0% | +10.3% |
| 3Y | +1,275.2% | +149.8% | +1,125.4% | +743.0% |
| 5Y | +296.6% | -42.8% | +339.4% | +198.2% |
| All | +304.8% | -46.7% | +351.5% | +203.1% |
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