+504.1%
RKLB vs BURL
+11.8%
+492.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.2% | +6.7% | +9.2% |
| 7D | +13.0% | +7.7% | +5.3% | +9.7% |
| 30D | -13.7% | -7.1% | -6.6% | -11.4% |
| 3M | -28.9% | -30.3% | +1.4% | -18.7% |
| 6M | -44.2% | -15.5% | -28.6% | -41.9% |
| YTD | -15.6% | -11.0% | -4.7% | -13.8% |
| 1Y | +14.0% | -8.4% | +22.4% | +14.3% |
| 3Y | +1,275.2% | +96.7% | +1,178.6% | +917.2% |
| 5Y | +296.6% | -14.1% | +310.7% | +240.7% |
| All | +504.1% | +11.8% | +492.3% | +444.8% |
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