+546.0%
RKLB vs IYR
+35.6%
+510.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.8% |
| 7D | -2.0% | -1.4% | -0.7% | -0.5% |
| 30D | -22.4% | -2.7% | -19.8% | -20.3% |
| 3M | -45.2% | -2.1% | -43.0% | -45.0% |
| 6M | -12.5% | +3.6% | -16.1% | -17.1% |
| YTD | -9.8% | +8.1% | -17.9% | -18.6% |
| 1Y | +30.0% | +4.7% | +25.3% | +21.6% |
| 3Y | +942.2% | +29.1% | +913.1% | +683.8% |
| 5Y | +236.8% | +6.9% | +229.9% | +198.1% |
| All | +546.0% | +35.6% | +510.4% | +429.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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