+1,187.1%
RKLB vs TLN
+589.3%
+597.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.4% |
| 7D | 0.0% | +5.8% | -5.9% | -2.6% |
| 30D | -21.2% | -6.9% | -14.3% | -18.8% |
| 3M | -41.7% | -10.9% | -30.8% | -39.2% |
| 6M | -11.8% | -4.6% | -7.2% | -11.3% |
| YTD | -9.6% | -14.7% | +5.1% | -6.1% |
| 1Y | +34.1% | -17.9% | +52.0% | +41.9% |
| 3Y | +917.3% | +483.9% | +433.4% | +465.6% |
| All | +1,187.1% | +589.3% | +597.8% | +560.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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