+1,275.2%
RKLB vs STRL
+337.2%
+938.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +15.0% | -4.1% | +4.6% |
| 7D | +13.0% | -13.3% | +26.4% | +18.7% |
| 30D | -13.7% | -43.3% | +29.6% | +8.0% |
| 3M | -28.9% | -46.9% | +17.9% | -9.1% |
| 6M | -44.2% | -65.6% | +21.4% | -17.6% |
| YTD | -15.6% | -5.1% | -10.5% | -29.0% |
| 1Y | +14.0% | -23.1% | +37.1% | +7.0% |
| 3Y | +1,275.2% | +346.8% | +928.4% | +537.4% |
| All | +1,275.2% | +337.2% | +938.1% | +537.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling