+1,120.0%
RKLB vs CLF
-33.4%
+1,153.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +1.7% | +13.7% | +14.9% |
| 7D | -3.0% | -19.6% | +16.5% | +4.0% |
| 30D | -26.2% | -5.0% | -21.2% | -25.1% |
| 3M | -29.9% | -6.3% | -23.6% | -28.9% |
| 6M | -37.3% | +2.8% | -40.1% | -38.6% |
| YTD | -23.9% | -13.7% | -10.2% | -23.0% |
| 1Y | +7.0% | +13.6% | -6.6% | +0.6% |
| 3Y | +1,120.0% | -34.0% | +1,154.0% | +1,047.4% |
| All | +1,120.0% | -33.4% | +1,153.4% | +1,047.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling