-7.4%
RKLB vs CME
+19.8%
-27.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -3.1% |
| 7D | -10.6% | +4.8% | -15.5% | -8.3% |
| 30D | -28.3% | +14.2% | -42.4% | -23.7% |
| 3M | -29.7% | +17.9% | -47.6% | -24.4% |
| 6M | -34.8% | +7.2% | -42.0% | -30.5% |
| YTD | -24.9% | +16.7% | -41.7% | -17.5% |
| 1Y | -7.4% | +19.6% | -27.0% | +1.1% |
| All | -7.4% | +19.8% | -27.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling