+531.5%
RKLB vs VST
+694.4%
-163.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.5% |
| 7D | +15.9% | +6.6% | +9.4% | +12.8% |
| 30D | +4.0% | -12.4% | +16.3% | +10.2% |
| 3M | -23.2% | -9.0% | -14.2% | -20.2% |
| 6M | -50.4% | -6.4% | -44.0% | -49.3% |
| YTD | -11.8% | -17.2% | +5.4% | -6.8% |
| 1Y | +36.0% | -22.0% | +58.0% | +47.6% |
| 3Y | +1,321.0% | +296.7% | +1,024.4% | +772.9% |
| 5Y | +328.2% | +637.6% | -309.4% | +128.8% |
| All | +531.5% | +694.4% | -163.0% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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