+444.6%
RKLB vs BURL
+7.3%
+437.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -1.6% | +17.0% | +16.0% |
| 7D | -3.0% | +4.1% | -7.1% | -4.8% |
| 30D | -26.2% | -9.5% | -16.7% | -23.6% |
| 3M | -29.9% | -33.5% | +3.6% | -18.4% |
| 6M | -37.3% | -22.1% | -15.2% | -32.6% |
| YTD | -23.9% | -14.6% | -9.4% | -21.1% |
| 1Y | +7.0% | -8.4% | +15.3% | +7.1% |
| 3Y | +1,120.0% | +86.6% | +1,033.4% | +820.1% |
| 5Y | +242.2% | -17.2% | +259.3% | +198.4% |
| All | +444.6% | +7.3% | +437.4% | +398.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling