+531.5%
RKLB vs CLF
+24.3%
+507.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -2.9% |
| 7D | +15.9% | +10.4% | +5.6% | +12.6% |
| 30D | +4.0% | +0.6% | +3.4% | +3.8% |
| 3M | -23.2% | +4.1% | -27.3% | -24.6% |
| 6M | -50.4% | +15.1% | -65.5% | -53.4% |
| YTD | -11.8% | -4.7% | -7.1% | -13.3% |
| 1Y | +36.0% | +20.4% | +15.6% | +24.9% |
| 3Y | +1,321.0% | -23.4% | +1,344.4% | +1,264.5% |
| 5Y | +328.2% | -43.3% | +371.5% | +326.6% |
| All | +531.5% | +24.3% | +507.2% | +492.9% |
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