+412.7%
RKLB vs COMP
-49.2%
+461.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.7% | +5.2% | +9.2% |
| 7D | +13.0% | +14.5% | -1.5% | +8.9% |
| 30D | -13.7% | +14.9% | -28.6% | -17.4% |
| 3M | -28.9% | -14.2% | -14.7% | -26.2% |
| 6M | -44.2% | +23.7% | -67.9% | -48.6% |
| YTD | -15.6% | +2.1% | -17.7% | -19.2% |
| 1Y | +14.0% | +26.2% | -12.2% | +2.6% |
| 3Y | +1,275.2% | +470.9% | +804.3% | +610.0% |
| 5Y | +296.6% | -14.0% | +310.7% | +195.4% |
| All | +412.7% | -49.2% | +461.9% | +300.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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