+444.6%
RKLB vs XLP
+57.8%
+386.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -1.3% | +16.7% | +15.8% |
| 7D | -3.0% | +0.7% | -3.8% | -3.5% |
| 30D | -26.2% | +10.3% | -36.5% | -29.7% |
| 3M | -29.9% | +6.5% | -36.4% | -32.2% |
| 6M | -37.3% | +8.4% | -45.7% | -40.6% |
| YTD | -23.9% | +18.2% | -42.1% | -32.5% |
| 1Y | +7.0% | +22.4% | -15.4% | -7.9% |
| 3Y | +1,120.0% | +41.9% | +1,078.1% | +802.5% |
| 5Y | +242.2% | +40.9% | +201.3% | +172.9% |
| All | +444.6% | +57.8% | +386.9% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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