+546.0%
RKLB vs SPYG
+140.1%
+405.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.2% |
| 7D | -2.0% | -0.9% | -1.2% | -0.6% |
| 30D | -22.4% | -1.5% | -20.9% | -20.4% |
| 3M | -45.2% | +3.7% | -48.9% | -47.5% |
| 6M | -12.5% | +16.4% | -28.9% | -28.7% |
| YTD | -9.8% | +13.3% | -23.1% | -22.9% |
| 1Y | +30.0% | +17.9% | +12.1% | +6.5% |
| 3Y | +942.2% | +98.3% | +843.9% | +315.8% |
| 5Y | +236.8% | +86.4% | +150.4% | +51.3% |
| All | +546.0% | +140.1% | +405.9% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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