+531.5%
RKLB vs MAR
+249.5%
+282.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | +15.9% | +1.6% | +14.3% | +14.8% |
| 30D | +4.0% | +13.8% | -9.8% | -5.1% |
| 3M | -23.2% | +20.3% | -43.5% | -32.8% |
| 6M | -50.4% | +21.3% | -71.8% | -57.6% |
| YTD | -11.8% | +37.2% | -49.0% | -31.4% |
| 1Y | +36.0% | +48.4% | -12.5% | -0.8% |
| 3Y | +1,321.0% | +120.1% | +1,200.9% | +692.8% |
| 5Y | +328.2% | +182.1% | +146.1% | +113.7% |
| All | +531.5% | +249.5% | +282.0% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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