+547.3%
RKLB vs CBOE
+239.6%
+307.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | 0.0% | -0.8% | +0.7% | 0.0% |
| 30D | -21.2% | +2.7% | -23.9% | -21.3% |
| 3M | -41.7% | +0.7% | -42.4% | -41.6% |
| 6M | -11.8% | -2.0% | -9.8% | -10.2% |
| YTD | -9.6% | +17.1% | -26.7% | -8.7% |
| 1Y | +34.1% | +26.5% | +7.6% | +34.8% |
| 3Y | +917.3% | +96.1% | +821.1% | +775.7% |
| 5Y | +204.4% | +149.3% | +55.1% | +126.5% |
| All | +547.3% | +239.6% | +307.6% | +356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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