+962.4%
RKLB vs IRM
+101.2%
+861.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +3.0% |
| 7D | +5.3% | +1.6% | +3.7% | +3.9% |
| 30D | -20.5% | -4.2% | -16.3% | -17.9% |
| 3M | -42.0% | -5.4% | -36.7% | -40.3% |
| 6M | -6.0% | +12.0% | -18.1% | -13.8% |
| YTD | -5.6% | +42.0% | -47.6% | -28.7% |
| 1Y | +38.0% | +29.9% | +8.1% | +12.1% |
| 3Y | +962.4% | +104.4% | +858.1% | +529.7% |
| All | +962.4% | +101.2% | +861.2% | +529.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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