+925.8%
RKLB vs SHEL
+69.1%
+856.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -2.9% | +3.9% | -6.8% | -4.4% |
| 30D | -22.6% | +7.0% | -29.5% | -24.6% |
| 3M | -41.0% | +12.5% | -53.5% | -44.1% |
| 6M | -10.1% | +14.8% | -24.9% | -16.1% |
| YTD | -11.2% | +34.2% | -45.4% | -23.9% |
| 1Y | +34.2% | +37.0% | -2.8% | +13.9% |
| All | +925.8% | +69.1% | +856.8% | +676.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling