+444.6%
RKLB vs VST
+645.4%
-200.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +10.6% | +4.8% | +10.7% |
| 7D | -3.0% | -9.8% | +6.8% | +1.5% |
| 30D | -26.2% | -25.1% | -1.1% | -16.2% |
| 3M | -29.9% | -11.6% | -18.3% | -26.3% |
| 6M | -37.3% | -20.9% | -16.4% | -31.4% |
| YTD | -23.9% | -22.3% | -1.6% | -17.4% |
| 1Y | +7.0% | -32.0% | +39.0% | +23.3% |
| 3Y | +1,120.0% | +262.4% | +857.6% | +677.1% |
| 5Y | +242.2% | +563.4% | -321.2% | +87.9% |
| All | +444.6% | +645.4% | -200.7% | +202.9% |
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