+535.9%
RKLB vs TXT
+67.8%
+468.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.7% |
| 30D | -22.6% | -10.2% | -12.3% | -15.9% |
| 3M | -41.0% | -13.3% | -27.8% | -34.2% |
| 6M | -10.1% | -14.4% | +4.2% | +2.1% |
| YTD | -11.2% | -9.1% | -2.1% | -4.7% |
| 1Y | +34.2% | -2.2% | +36.4% | +36.3% |
| 3Y | +899.4% | +5.1% | +894.3% | +848.6% |
| 5Y | +231.5% | +12.8% | +218.7% | +197.3% |
| All | +535.9% | +67.8% | +468.1% | +410.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TXT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling