+546.0%
RKLB vs SPYM
+129.9%
+416.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +0.4% |
| 7D | -2.0% | -1.0% | -1.0% | +0.2% |
| 30D | -22.4% | -1.3% | -21.1% | -20.2% |
| 3M | -45.2% | +3.6% | -48.8% | -48.4% |
| 6M | -12.5% | +13.3% | -25.8% | -29.1% |
| YTD | -9.8% | +12.4% | -22.2% | -25.4% |
| 1Y | +30.0% | +17.3% | +12.7% | +1.2% |
| 3Y | +942.2% | +76.8% | +865.5% | +313.4% |
| 5Y | +236.8% | +83.6% | +153.2% | +32.8% |
| All | +546.0% | +129.9% | +416.1% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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