+557.5%
RKLB vs TXT
+78.7%
+478.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -1.7% |
| 7D | +39.3% | -1.1% | +40.4% | +40.4% |
| 30D | -0.2% | +13.3% | -13.5% | -10.1% |
| 3M | -21.1% | -5.1% | -15.9% | -18.6% |
| 6M | -45.5% | -7.1% | -38.4% | -42.6% |
| YTD | -8.2% | -3.2% | -4.9% | -7.1% |
| 1Y | +28.2% | +2.3% | +25.9% | +25.1% |
| 3Y | +1,366.1% | +11.1% | +1,355.1% | +1,219.3% |
| 5Y | +345.9% | +10.0% | +335.8% | +287.6% |
| All | +557.5% | +78.7% | +478.8% | +397.7% |
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