+546.0%
RKLB vs VIVK
-100.0%
+646.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +1.8% |
| 7D | -2.0% | -4.4% | +2.3% | -1.9% |
| 30D | -22.4% | -40.8% | +18.4% | -21.3% |
| 3M | -45.2% | -94.1% | +49.0% | -41.4% |
| 6M | -12.5% | -98.2% | +85.7% | -4.6% |
| YTD | -9.8% | -98.0% | +88.3% | -4.1% |
| 1Y | +30.0% | -100.0% | +129.9% | +53.9% |
| 3Y | +942.2% | -100.0% | +1,042.2% | +1,102.2% |
| 5Y | +236.8% | -100.0% | +336.8% | +289.8% |
| All | +546.0% | -100.0% | +646.0% | +651.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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