+547.3%
RKLB vs STRL
+2,891.8%
-2,344.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.8% | -3.7% |
| 7D | 0.0% | +8.2% | -8.3% | -3.1% |
| 30D | -21.2% | -6.3% | -14.9% | -19.3% |
| 3M | -41.7% | -41.2% | -0.5% | -30.3% |
| 6M | -11.8% | +20.4% | -32.1% | -25.8% |
| YTD | -9.6% | +61.7% | -71.3% | -33.9% |
| 1Y | +34.1% | +72.7% | -38.6% | -4.3% |
| 3Y | +917.3% | +530.9% | +386.3% | +334.1% |
| 5Y | +204.4% | +2,125.4% | -1,921.0% | -12.8% |
| All | +547.3% | +2,891.8% | -2,344.6% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded STRL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling