+547.3%
RKLB vs TXT
+69.3%
+478.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.6% |
| 7D | 0.0% | +0.8% | -0.9% | -0.7% |
| 30D | -21.2% | -10.4% | -10.8% | -14.2% |
| 3M | -41.7% | -14.3% | -27.4% | -34.3% |
| 6M | -11.8% | -15.1% | +3.3% | +0.9% |
| YTD | -9.6% | -8.3% | -1.3% | -3.7% |
| 1Y | +34.1% | -0.7% | +34.8% | +34.7% |
| 3Y | +917.3% | +6.0% | +911.3% | +859.1% |
| 5Y | +204.4% | +12.5% | +191.9% | +172.2% |
| All | +547.3% | +69.3% | +478.0% | +416.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling