+531.5%
RKLB vs CAPR
+126.9%
+404.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.9% | +3.0% | -3.7% |
| 7D | +15.9% | +5.9% | +10.1% | +15.6% |
| 30D | +4.0% | +44.6% | -40.6% | +2.6% |
| 3M | -23.2% | +126.4% | -149.5% | -25.8% |
| 6M | -50.4% | -68.6% | +18.1% | -49.8% |
| YTD | -11.8% | -67.0% | +55.2% | -11.1% |
| 1Y | +36.0% | +65.2% | -29.2% | +19.0% |
| 3Y | +1,321.0% | +235.6% | +1,085.5% | +898.1% |
| 5Y | +328.2% | +175.4% | +152.8% | +179.0% |
| All | +531.5% | +126.9% | +404.6% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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