+546.0%
RKLB vs CHTR
-77.3%
+623.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +0.4% |
| 7D | -2.0% | -4.1% | +2.1% | -0.9% |
| 30D | -22.4% | -3.0% | -19.5% | -22.4% |
| 3M | -45.2% | +4.8% | -49.9% | -47.2% |
| 6M | -12.5% | -35.0% | +22.5% | -1.5% |
| YTD | -9.8% | -30.2% | +20.4% | -2.5% |
| 1Y | +30.0% | -44.8% | +74.7% | +54.8% |
| 3Y | +942.2% | -66.6% | +1,008.8% | +1,376.5% |
| 5Y | +236.8% | -81.5% | +318.3% | +364.5% |
| All | +546.0% | -77.3% | +623.3% | +738.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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