+535.9%
RKLB vs CHTR
-78.1%
+614.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.7% | -3.3% |
| 7D | -2.9% | -7.1% | +4.2% | -0.7% |
| 30D | -22.6% | -10.9% | -11.7% | -20.3% |
| 3M | -41.0% | +2.0% | -43.0% | -42.7% |
| 6M | -10.1% | -35.9% | +25.8% | +1.5% |
| YTD | -11.2% | -32.7% | +21.5% | -2.9% |
| 1Y | +34.2% | -46.6% | +80.8% | +61.5% |
| 3Y | +899.4% | -66.7% | +966.1% | +1,310.4% |
| 5Y | +231.5% | -82.1% | +313.7% | +362.6% |
| All | +535.9% | -78.1% | +614.0% | +735.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling