+576.0%
RKLB vs ELV
+40.3%
+535.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.8% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | -20.5% | +2.0% | -22.4% | -20.9% |
| 3M | -42.0% | -3.5% | -38.6% | -41.8% |
| 6M | -6.0% | +40.2% | -46.2% | -12.8% |
| YTD | -5.6% | +15.8% | -21.4% | -9.9% |
| 1Y | +38.0% | +33.2% | +4.8% | +28.2% |
| 3Y | +962.4% | -6.2% | +968.7% | +943.4% |
| 5Y | +336.5% | +16.4% | +320.1% | +313.0% |
| All | +576.0% | +40.3% | +535.7% | +488.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ELV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling