+576.0%
RKLB vs CLF
+20.7%
+555.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.0% |
| 7D | +5.3% | +6.5% | -1.2% | +3.1% |
| 30D | -20.5% | +0.2% | -20.7% | -20.7% |
| 3M | -42.0% | -3.1% | -39.0% | -42.1% |
| 6M | -6.0% | +25.0% | -31.1% | -13.4% |
| YTD | -5.6% | -7.5% | +1.9% | -6.0% |
| 1Y | +38.0% | +11.5% | +26.5% | +28.6% |
| 3Y | +962.4% | -13.7% | +976.1% | +884.4% |
| 5Y | +336.5% | -47.0% | +383.5% | +341.9% |
| All | +576.0% | +20.7% | +555.3% | +543.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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