+547.3%
RKLB vs SNAP
-88.4%
+635.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.0% | -3.6% |
| 7D | 0.0% | -5.0% | +5.0% | +1.4% |
| 30D | -21.2% | -0.7% | -20.5% | -21.6% |
| 3M | -41.7% | -5.0% | -36.7% | -41.6% |
| 6M | -11.8% | +3.5% | -15.3% | -14.2% |
| YTD | -9.6% | -34.2% | +24.6% | -0.6% |
| 1Y | +34.1% | -27.1% | +61.2% | +42.5% |
| 3Y | +917.3% | -43.5% | +960.7% | +956.7% |
| 5Y | +204.4% | -92.9% | +297.3% | +310.4% |
| All | +547.3% | -88.4% | +635.6% | +762.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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