+546.0%
RKLB vs FERG
+129.3%
+416.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | -2.0% | -2.6% | +0.5% | -0.3% |
| 30D | -22.4% | -8.9% | -13.6% | -17.4% |
| 3M | -45.2% | -2.0% | -43.1% | -44.7% |
| 6M | -12.5% | -3.2% | -9.3% | -11.0% |
| YTD | -9.8% | +1.5% | -11.3% | -11.2% |
| 1Y | +30.0% | +0.5% | +29.5% | +27.4% |
| 3Y | +942.2% | +50.4% | +891.8% | +625.7% |
| 5Y | +236.8% | +68.7% | +168.1% | +112.8% |
| All | +546.0% | +129.3% | +416.7% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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