+385.4%
RKLB vs GTLB
-50.0%
+435.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.4% | +7.9% | +4.2% |
| 7D | +5.3% | +4.6% | +0.8% | +3.5% |
| 30D | -20.5% | +21.0% | -41.5% | -25.9% |
| 3M | -42.0% | +51.7% | -93.7% | -50.2% |
| 6M | -6.0% | +89.3% | -95.3% | -27.1% |
| YTD | -5.6% | +25.6% | -31.2% | -16.7% |
| 1Y | +38.0% | -1.5% | +39.6% | +31.5% |
| 3Y | +962.4% | -9.9% | +972.4% | +897.1% |
| All | +385.4% | -50.0% | +435.4% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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