+578.9%
RKLB vs BURL
+11.4%
+567.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.1% |
| 7D | +26.3% | -0.8% | +27.1% | +26.9% |
| 30D | +0.7% | -4.4% | +5.1% | +2.1% |
| 3M | -17.3% | -28.6% | +11.3% | -6.4% |
| 6M | -43.6% | -12.3% | -31.3% | -42.1% |
| YTD | -5.2% | -11.3% | +6.1% | -3.0% |
| 1Y | +29.1% | -10.4% | +39.5% | +30.7% |
| 3Y | +1,413.7% | +96.1% | +1,317.7% | +1,020.8% |
| 5Y | +364.9% | -5.0% | +369.9% | +298.7% |
| All | +578.9% | +11.4% | +567.4% | +513.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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