+547.3%
RKLB vs IBM
+160.6%
+386.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.4% | -7.6% | -5.2% |
| 7D | 0.0% | +3.6% | -3.6% | -1.1% |
| 30D | -21.2% | +1.5% | -22.7% | -21.6% |
| 3M | -41.7% | -12.9% | -28.8% | -40.7% |
| 6M | -11.8% | -3.9% | -7.9% | -15.1% |
| YTD | -9.6% | -17.3% | +7.8% | -7.8% |
| 1Y | +34.1% | -5.0% | +39.1% | +26.7% |
| 3Y | +917.3% | +78.2% | +839.0% | +598.8% |
| 5Y | +204.4% | +120.6% | +83.8% | +96.6% |
| All | +547.3% | +160.6% | +386.7% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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