+535.9%
RKLB vs CME
+105.0%
+430.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -2.9% | -2.4% | -0.5% | -2.4% |
| 30D | -22.6% | +6.2% | -28.7% | -23.7% |
| 3M | -41.0% | +4.4% | -45.4% | -41.8% |
| 6M | -10.1% | -9.6% | -0.5% | -7.7% |
| YTD | -11.2% | +3.8% | -15.0% | -12.9% |
| 1Y | +34.2% | +9.5% | +24.7% | +28.5% |
| 3Y | +899.4% | +51.9% | +847.4% | +687.6% |
| 5Y | +231.5% | +78.7% | +152.8% | +139.8% |
| All | +535.9% | +105.0% | +430.9% | +367.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling