+372.0%
RKLB vs FICO
+45.0%
+327.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +0.9% | -13.1% | -12.4% |
| 7D | -22.2% | -0.3% | -21.9% | -22.2% |
| 30D | -38.7% | +1.7% | -40.4% | -39.9% |
| 3M | -38.5% | -35.2% | -3.3% | -32.6% |
| 6M | -41.6% | -33.7% | -8.0% | -39.5% |
| YTD | -34.1% | -58.2% | +24.1% | -18.6% |
| 1Y | -18.5% | -56.6% | +38.1% | -1.3% |
| 3Y | +897.6% | -24.0% | +921.6% | +735.3% |
| 5Y | +196.5% | +86.1% | +110.5% | +55.2% |
| All | +372.0% | +45.0% | +327.0% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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