+942.2%
RKLB vs EQNR
+72.8%
+869.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | -2.0% | +6.4% | -8.5% | -2.4% |
| 30D | -22.4% | +10.4% | -32.8% | -23.0% |
| 3M | -45.2% | +23.1% | -68.2% | -46.1% |
| 6M | -12.5% | +36.3% | -48.8% | -17.8% |
| YTD | -9.8% | +96.0% | -105.7% | -22.6% |
| 1Y | +30.0% | +94.2% | -64.2% | +11.3% |
| 3Y | +942.2% | +75.3% | +867.0% | +798.3% |
| All | +942.2% | +72.8% | +869.4% | +798.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 3y: compounded portfolio wealth divided by compounded EQNR 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…
3y analysis · Full analysis span regression · 6 months rolling