+1,211.4%
RKLB vs TLN
+583.6%
+627.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -1.0% |
| 7D | -0.2% | +7.1% | -7.3% | -3.3% |
| 30D | -14.1% | -3.9% | -10.2% | -12.7% |
| 3M | -46.4% | -16.2% | -30.3% | -42.4% |
| 6M | -10.6% | -5.8% | -4.8% | -9.8% |
| YTD | -7.9% | -15.4% | +7.5% | -3.9% |
| 1Y | +49.5% | -16.7% | +66.2% | +57.1% |
| 3Y | +913.6% | +473.8% | +439.8% | +468.7% |
| All | +1,211.4% | +583.6% | +627.9% | +575.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling