+942.2%
RKLB vs SCHG
+86.3%
+856.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | 0.0% |
| 7D | -2.0% | -1.0% | -1.0% | -0.1% |
| 30D | -22.4% | -1.3% | -21.2% | -20.7% |
| 3M | -45.2% | +5.4% | -50.6% | -49.7% |
| 6M | -12.5% | +14.4% | -26.9% | -28.8% |
| YTD | -9.8% | +8.0% | -17.8% | -18.9% |
| 1Y | +30.0% | +12.7% | +17.3% | +11.5% |
| 3Y | +942.2% | +85.6% | +856.6% | +413.5% |
| All | +942.2% | +86.3% | +856.0% | +413.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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