+317.5%
RKLB vs BROS
+43.3%
+274.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -0.2% | -6.7% | +6.5% | +1.9% |
| 30D | -14.1% | -29.1% | +15.0% | -5.2% |
| 3M | -46.4% | -16.7% | -29.7% | -44.0% |
| 6M | -10.6% | -11.6% | +1.0% | -9.0% |
| YTD | -7.9% | -23.9% | +16.0% | -1.5% |
| 1Y | +49.5% | -34.8% | +84.3% | +66.5% |
| 3Y | +913.6% | +62.1% | +851.5% | +716.7% |
| All | +317.5% | +43.3% | +274.2% | +278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling