+546.0%
RKLB vs VICR
+145.2%
+400.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.6% | -2.0% |
| 7D | -2.0% | +5.0% | -7.0% | -3.7% |
| 30D | -22.4% | -12.5% | -10.0% | -19.4% |
| 3M | -45.2% | -33.6% | -11.6% | -38.5% |
| 6M | -12.5% | +10.7% | -23.2% | -18.1% |
| YTD | -9.8% | +80.6% | -90.3% | -28.4% |
| 1Y | +30.0% | +288.4% | -258.4% | -20.0% |
| 3Y | +942.2% | +213.8% | +728.4% | +532.6% |
| 5Y | +236.8% | +58.8% | +178.0% | +119.3% |
| All | +546.0% | +145.2% | +400.9% | +302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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