+535.9%
RKLB vs CTAS
+131.2%
+404.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.2% |
| 7D | -2.9% | -1.3% | -1.6% | -2.0% |
| 30D | -22.6% | -3.1% | -19.5% | -21.1% |
| 3M | -41.0% | +10.3% | -51.3% | -46.6% |
| 6M | -10.1% | +1.6% | -11.8% | -13.4% |
| YTD | -11.2% | +6.3% | -17.5% | -18.1% |
| 1Y | +34.2% | -0.5% | +34.7% | +29.8% |
| 3Y | +899.4% | +64.6% | +834.8% | +489.9% |
| 5Y | +231.5% | +106.0% | +125.5% | +58.1% |
| All | +535.9% | +131.2% | +404.7% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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