+302.6%
RKLB vs BROS
+33.7%
+268.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.7% |
| 7D | -2.9% | -6.1% | +3.2% | -0.9% |
| 30D | -22.6% | -12.4% | -10.2% | -19.4% |
| 3M | -41.0% | -27.9% | -13.1% | -35.3% |
| 6M | -10.1% | -16.8% | +6.7% | -6.5% |
| YTD | -11.2% | -29.0% | +17.9% | -2.9% |
| 1Y | +34.2% | -33.2% | +67.4% | +48.9% |
| 3Y | +899.4% | +56.8% | +842.6% | +715.4% |
| All | +302.6% | +33.7% | +268.9% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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