+548.3%
RKLB vs SARO
-22.5%
+570.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +0.2% |
| 7D | -2.0% | -3.1% | +1.1% | +0.7% |
| 30D | -22.4% | -12.2% | -10.2% | -13.2% |
| 3M | -45.2% | -7.4% | -37.8% | -42.0% |
| 6M | -12.5% | -15.3% | +2.7% | -0.6% |
| YTD | -9.8% | -16.2% | +6.4% | +3.8% |
| 1Y | +30.0% | -12.1% | +42.1% | +44.7% |
| All | +548.3% | -22.5% | +570.8% | +604.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling