-7.4%
RKLB vs SARO
-7.8%
+0.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -5.2% |
| 7D | -10.6% | +15.8% | -26.4% | -20.9% |
| 30D | -28.3% | +22.2% | -50.5% | -39.6% |
| 3M | -29.7% | -16.2% | -13.5% | -16.6% |
| 6M | -34.8% | +4.6% | -39.4% | -39.7% |
| YTD | -24.9% | -10.4% | -14.6% | -21.9% |
| 1Y | -7.4% | -6.5% | -0.9% | -10.9% |
| All | -7.4% | -7.8% | +0.4% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling