+546.0%
RKLB vs SHEL
+225.1%
+320.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -2.0% | +4.1% | -6.1% | -3.1% |
| 30D | -22.4% | +8.4% | -30.8% | -24.2% |
| 3M | -45.2% | +13.7% | -58.9% | -47.3% |
| 6M | -12.5% | +12.7% | -25.2% | -15.9% |
| YTD | -9.8% | +35.3% | -45.1% | -17.9% |
| 1Y | +30.0% | +39.4% | -9.4% | +17.2% |
| 3Y | +942.2% | +71.5% | +870.8% | +786.1% |
| 5Y | +236.8% | +195.0% | +41.8% | +179.3% |
| All | +546.0% | +225.1% | +320.9% | +437.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling