+372.0%
RKLB vs BURL
+9.0%
+363.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -2.9% | -9.2% | -11.0% |
| 7D | -22.2% | +3.5% | -25.7% | -23.3% |
| 30D | -38.7% | -9.3% | -29.4% | -36.6% |
| 3M | -38.5% | -32.1% | -6.4% | -29.0% |
| 6M | -41.6% | -19.8% | -21.8% | -37.9% |
| YTD | -34.1% | -13.2% | -20.9% | -32.0% |
| 1Y | -18.5% | -7.8% | -10.7% | -18.5% |
| 3Y | +897.6% | +89.3% | +808.3% | +648.7% |
| 5Y | +196.5% | -15.8% | +212.3% | +157.2% |
| All | +372.0% | +9.0% | +363.0% | +329.9% |
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