-10.0%
RKLB vs IRE
-97.3%
+87.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -2.5% | +13.4% | +11.5% |
| 7D | +13.0% | -15.5% | +28.6% | +14.1% |
| 30D | -13.7% | -70.4% | +56.7% | +6.3% |
| 3M | -28.9% | -81.6% | +52.7% | -6.9% |
| 6M | -44.2% | -94.7% | +50.5% | -15.3% |
| YTD | -15.6% | -91.8% | +76.1% | +2.4% |
| 1Y | +14.0% | -97.6% | +111.5% | +59.5% |
| All | -10.0% | -97.3% | +87.3% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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