+535.9%
RKLB vs CG
+82.8%
+453.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | 0.0% |
| 7D | -2.9% | -9.8% | +6.9% | +4.7% |
| 30D | -22.6% | -10.3% | -12.3% | -16.6% |
| 3M | -41.0% | -1.7% | -39.4% | -41.3% |
| 6M | -10.1% | -9.8% | -0.3% | -3.9% |
| YTD | -11.2% | -25.6% | +14.4% | +8.8% |
| 1Y | +34.2% | -32.5% | +66.7% | +76.8% |
| 3Y | +899.4% | +45.6% | +853.7% | +621.3% |
| 5Y | +231.5% | +3.7% | +227.9% | +199.1% |
| All | +535.9% | +82.8% | +453.1% | +396.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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