+547.3%
RKLB vs ESTC
-25.4%
+572.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.5% |
| 7D | 0.0% | -3.3% | +3.3% | +1.0% |
| 30D | -21.2% | +13.4% | -34.6% | -26.7% |
| 3M | -41.7% | +41.3% | -83.1% | -50.6% |
| 6M | -11.8% | +62.6% | -74.4% | -30.4% |
| YTD | -9.6% | +14.8% | -24.4% | -19.1% |
| 1Y | +34.1% | -5.1% | +39.2% | +28.6% |
| 3Y | +917.3% | +11.2% | +906.1% | +722.4% |
| 5Y | +204.4% | -47.0% | +251.4% | +190.3% |
| All | +547.3% | -25.4% | +572.7% | +493.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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