+557.5%
RKLB vs CTAS
+165.0%
+392.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.3% | -3.2% |
| 7D | +39.3% | +0.5% | +38.8% | +38.8% |
| 30D | -0.2% | +10.2% | -10.5% | -7.1% |
| 3M | -21.1% | +12.1% | -33.2% | -27.6% |
| 6M | -45.5% | +38.3% | -83.8% | -58.7% |
| YTD | -8.2% | +21.9% | -30.1% | -23.3% |
| 1Y | +28.2% | +24.0% | +4.2% | +5.3% |
| 3Y | +1,366.1% | +75.1% | +1,291.0% | +747.8% |
| 5Y | +345.9% | +116.9% | +228.9% | +102.9% |
| All | +557.5% | +165.0% | +392.5% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling