+329.8%
RKLB vs CME
+72.0%
+257.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +6.4% |
| 7D | +15.2% | +1.7% | +13.6% | +15.0% |
| 30D | -8.1% | +10.2% | -18.2% | -9.4% |
| 3M | -21.7% | +17.8% | -39.4% | -23.9% |
| 6M | -40.5% | +11.0% | -51.5% | -41.3% |
| YTD | -10.1% | +17.0% | -27.1% | -13.4% |
| 1Y | +20.8% | +15.8% | +5.0% | +16.6% |
| 3Y | +1,335.0% | +61.8% | +1,273.2% | +1,039.9% |
| 5Y | +329.8% | +72.5% | +257.3% | +215.0% |
| All | +329.8% | +72.0% | +257.8% | +215.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling