+489.9%
RKLB vs EXE
+165.2%
+324.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | +15.9% | +5.3% | +10.6% | +14.3% |
| 30D | +4.0% | -2.2% | +6.2% | +4.7% |
| 3M | -23.2% | -5.9% | -17.3% | -21.9% |
| 6M | -50.4% | -5.7% | -44.7% | -49.9% |
| YTD | -11.8% | -17.8% | +6.0% | -7.9% |
| 1Y | +36.0% | -23.1% | +59.1% | +45.0% |
| 3Y | +1,321.0% | +21.2% | +1,299.8% | +1,207.8% |
| 5Y | +328.2% | +78.8% | +249.4% | +282.6% |
| All | +489.9% | +165.2% | +324.8% | +412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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