+546.0%
RKLB vs DLTR
+10.0%
+536.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.0% | -10.1% | +8.0% | +0.3% |
| 30D | -22.4% | -8.1% | -14.3% | -21.1% |
| 3M | -45.2% | +2.9% | -48.0% | -46.0% |
| 6M | -12.5% | +4.3% | -16.9% | -14.6% |
| YTD | -9.8% | -3.9% | -5.8% | -9.8% |
| 1Y | +30.0% | +18.9% | +11.1% | +22.6% |
| 3Y | +942.2% | +1.9% | +940.3% | +890.1% |
| 5Y | +236.8% | +31.0% | +205.8% | +246.2% |
| All | +546.0% | +10.0% | +536.0% | +564.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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