+799.3%
RKLB vs USAR
+58.5%
+740.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.0% | +4.2% | -0.7% |
| 7D | -2.9% | -9.3% | +6.4% | -1.2% |
| 30D | -22.6% | -15.2% | -7.4% | -20.5% |
| 3M | -41.0% | -21.1% | -19.9% | -38.5% |
| 6M | -10.1% | -21.6% | +11.5% | -6.9% |
| YTD | -11.2% | +34.8% | -46.0% | -13.4% |
| 1Y | +34.2% | +15.6% | +18.6% | +33.9% |
| 3Y | +899.4% | +57.7% | +841.6% | +783.2% |
| All | +799.3% | +58.5% | +740.8% | +697.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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