+546.0%
RKLB vs CARR
+59.7%
+486.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.5% |
| 7D | -2.0% | -3.8% | +1.7% | +0.8% |
| 30D | -22.4% | -8.9% | -13.5% | -16.9% |
| 3M | -45.2% | -17.3% | -27.8% | -37.6% |
| 6M | -12.5% | -1.4% | -11.1% | -13.7% |
| YTD | -9.8% | +10.0% | -19.8% | -19.5% |
| 1Y | +30.0% | -6.4% | +36.3% | +31.7% |
| 3Y | +942.2% | +1.5% | +940.7% | +868.8% |
| 5Y | +236.8% | +9.3% | +227.5% | +162.0% |
| All | +546.0% | +59.7% | +486.3% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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