+576.0%
RKLB vs CVNA
+55.7%
+520.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +5.3% | +3.5% | +1.8% | +4.5% |
| 30D | -20.5% | +5.5% | -25.9% | -21.8% |
| 3M | -42.0% | +7.6% | -49.6% | -43.6% |
| 6M | -6.0% | +17.6% | -23.6% | -10.2% |
| YTD | -5.6% | -11.5% | +5.9% | -4.7% |
| 1Y | +38.0% | +0.4% | +37.6% | +35.0% |
| 3Y | +962.4% | +695.6% | +266.8% | +549.1% |
| 5Y | +336.5% | +13.6% | +322.9% | +248.6% |
| All | +576.0% | +55.7% | +520.3% | +417.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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