+559.5%
RKLB vs NTAP
+291.5%
+268.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | -14.1% | -0.5% | -13.6% | -14.1% |
| 3M | -46.4% | +4.1% | -50.5% | -48.2% |
| 6M | -10.6% | +88.0% | -98.6% | -43.6% |
| YTD | -7.9% | +75.6% | -83.5% | -39.8% |
| 1Y | +49.5% | +58.9% | -9.4% | +5.1% |
| 3Y | +913.6% | +153.6% | +760.0% | +391.1% |
| 5Y | +375.3% | +127.6% | +247.6% | +136.1% |
| All | +559.5% | +291.5% | +268.0% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 all: compounded portfolio wealth divided by compounded NTAP 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…
all analysis · Full analysis span regression · 6 months rolling