+446.3%
RKLB vs COMP
-53.0%
+499.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.4% | +14.0% | +8.7% |
| 7D | +15.2% | +7.2% | +8.0% | +13.0% |
| 30D | -8.1% | +6.4% | -14.5% | -10.1% |
| 3M | -21.7% | -19.4% | -2.2% | -17.3% |
| 6M | -40.5% | +14.6% | -55.1% | -44.1% |
| YTD | -10.1% | -5.5% | -4.6% | -12.1% |
| 1Y | +20.8% | +13.7% | +7.2% | +11.9% |
| 3Y | +1,335.0% | +409.7% | +925.3% | +664.4% |
| 5Y | +329.8% | -17.0% | +346.8% | +224.9% |
| All | +446.3% | -53.0% | +499.2% | +334.9% |
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