+216.3%
RKLB vs TOST
-46.1%
+262.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.6% | -11.6% | -11.9% |
| 7D | -22.2% | +11.6% | -33.8% | -25.9% |
| 30D | -38.7% | +16.2% | -55.0% | -43.0% |
| 3M | -38.5% | +1.0% | -39.6% | -39.7% |
| 6M | -41.6% | +23.2% | -64.8% | -49.7% |
| YTD | -34.1% | -1.0% | -33.1% | -37.8% |
| 1Y | -18.5% | -9.9% | -8.6% | -19.1% |
| 3Y | +897.6% | +101.0% | +796.6% | +570.3% |
| 5Y | +196.5% | -40.4% | +236.9% | +122.0% |
| All | +216.3% | -46.1% | +262.4% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling