+372.0%
RKLB vs VST
+574.2%
-202.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -6.2% | -6.0% | -9.5% |
| 7D | -22.2% | -19.9% | -2.3% | -14.3% |
| 30D | -38.7% | -29.7% | -9.1% | -28.7% |
| 3M | -38.5% | -19.6% | -19.0% | -32.8% |
| 6M | -41.6% | -29.4% | -12.2% | -33.0% |
| YTD | -34.1% | -29.7% | -4.4% | -25.3% |
| 1Y | -18.5% | -40.0% | +21.6% | -0.9% |
| 3Y | +897.6% | +231.0% | +666.6% | +560.2% |
| 5Y | +196.5% | +500.1% | -303.5% | +69.8% |
| All | +372.0% | +574.2% | -202.3% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling