+1,272.3%
RKLB vs UMAC
+549.5%
+722.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.3% | -6.8% | +0.9% |
| 7D | +5.3% | +14.7% | -9.4% | +2.7% |
| 30D | -20.5% | -0.5% | -20.0% | -21.2% |
| 3M | -42.0% | +0.5% | -42.5% | -42.9% |
| 6M | -6.0% | +57.9% | -64.0% | -16.9% |
| YTD | -5.6% | +103.9% | -109.5% | -19.6% |
| 1Y | +38.0% | +159.3% | -121.3% | +13.5% |
| All | +1,272.3% | +549.5% | +722.8% | +871.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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