+547.3%
RKLB vs CARR
+61.1%
+486.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -2.8% |
| 7D | 0.0% | +0.6% | -0.7% | -0.5% |
| 30D | -21.2% | -8.7% | -12.5% | -15.8% |
| 3M | -41.7% | -18.4% | -23.4% | -33.0% |
| 6M | -11.8% | -0.6% | -11.2% | -13.4% |
| YTD | -9.6% | +10.9% | -20.5% | -19.9% |
| 1Y | +34.1% | -7.3% | +41.4% | +37.0% |
| 3Y | +917.3% | +2.9% | +914.4% | +836.2% |
| 5Y | +204.4% | +9.6% | +194.7% | +135.7% |
| All | +547.3% | +61.1% | +486.2% | +311.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling