+546.0%
RKLB vs TECK
+355.7%
+190.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | -2.0% | -3.8% | +1.8% | -0.3% |
| 30D | -22.4% | +0.7% | -23.2% | -22.9% |
| 3M | -45.2% | +4.6% | -49.8% | -46.4% |
| 6M | -12.5% | +25.1% | -37.6% | -20.0% |
| YTD | -9.8% | +39.2% | -48.9% | -20.8% |
| 1Y | +30.0% | +60.3% | -30.3% | +7.7% |
| 3Y | +942.2% | +62.9% | +879.3% | +736.7% |
| 5Y | +236.8% | +181.5% | +55.3% | +129.6% |
| All | +546.0% | +355.7% | +190.3% | +331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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