+942.2%
RKLB vs GNRC
+61.6%
+880.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | -0.1% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -22.4% | -15.7% | -6.7% | -14.5% |
| 3M | -45.2% | -27.3% | -17.8% | -35.3% |
| 6M | -12.5% | -12.1% | -0.5% | -8.1% |
| YTD | -9.8% | +37.1% | -46.9% | -30.2% |
| 1Y | +30.0% | -0.5% | +30.4% | +22.7% |
| 3Y | +942.2% | +61.5% | +880.7% | +696.3% |
| All | +942.2% | +61.6% | +880.6% | +696.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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