+34.2%
RKLB vs WOLF
+51.6%
-17.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.3% | -2.5% |
| 7D | 0.0% | +2.4% | -2.4% | -0.8% |
| 30D | -21.2% | -6.9% | -14.3% | -19.9% |
| 3M | -41.7% | -44.1% | +2.3% | -33.3% |
| 6M | -11.8% | +53.6% | -65.4% | -28.2% |
| YTD | -9.6% | +56.7% | -66.3% | -27.4% |
| All | +34.2% | +51.6% | -17.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling