+535.9%
RKLB vs RIG
+156.4%
+379.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.0% |
| 7D | -2.9% | -4.2% | +1.3% | -2.1% |
| 30D | -22.6% | -0.7% | -21.9% | -22.5% |
| 3M | -41.0% | -4.0% | -37.0% | -40.8% |
| 6M | -10.1% | -6.3% | -3.8% | -9.2% |
| YTD | -11.2% | +39.7% | -50.9% | -17.7% |
| 1Y | +34.2% | +78.1% | -43.9% | +17.9% |
| 3Y | +899.4% | -29.5% | +928.8% | +895.7% |
| 5Y | +231.5% | +65.3% | +166.2% | +174.7% |
| All | +535.9% | +156.4% | +379.4% | +439.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling