+576.0%
RKLB vs USFD
+228.8%
+347.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | +5.3% | -3.3% | +8.7% | +7.5% |
| 30D | -20.5% | -5.3% | -15.2% | -17.9% |
| 3M | -42.0% | +18.8% | -60.8% | -48.6% |
| 6M | -6.0% | +14.3% | -20.3% | -15.2% |
| YTD | -5.6% | +36.9% | -42.4% | -26.0% |
| 1Y | +38.0% | +31.7% | +6.3% | +11.6% |
| 3Y | +962.4% | +164.5% | +798.0% | +470.7% |
| 5Y | +336.5% | +212.6% | +123.9% | +119.4% |
| All | +576.0% | +228.8% | +347.2% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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