+546.0%
RKLB vs SCHG
+139.7%
+406.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.2% |
| 7D | -2.0% | -1.0% | -1.0% | -0.4% |
| 30D | -22.4% | -1.3% | -21.2% | -20.9% |
| 3M | -45.2% | +5.4% | -50.6% | -49.0% |
| 6M | -12.5% | +14.4% | -26.9% | -26.5% |
| YTD | -9.8% | +8.0% | -17.8% | -17.1% |
| 1Y | +30.0% | +12.7% | +17.3% | +14.4% |
| 3Y | +942.2% | +85.6% | +856.6% | +378.2% |
| 5Y | +236.8% | +85.5% | +151.3% | +57.5% |
| All | +546.0% | +139.7% | +406.3% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling