+860.1%
RKLB vs USAR
-18.3%
+878.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +4.6% |
| 7D | +26.3% | +0.8% | +25.5% | +26.3% |
| 30D | +0.7% | -30.1% | +30.7% | +7.4% |
| 3M | -17.3% | -56.3% | +39.0% | -4.4% |
| 6M | -43.6% | -68.6% | +24.9% | -31.7% |
| YTD | -5.2% | -30.5% | +25.4% | +4.1% |
| 1Y | +29.1% | -53.5% | +82.6% | +46.4% |
| 3Y | +1,413.7% | -19.3% | +1,433.0% | +1,412.8% |
| All | +860.1% | -18.3% | +878.4% | +859.4% |
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