+543.6%
RKLB vs XLP
+59.4%
+484.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.4% | +6.5% |
| 7D | +15.2% | +2.3% | +12.9% | +14.2% |
| 30D | -8.1% | +9.1% | -17.2% | -11.8% |
| 3M | -21.7% | +7.9% | -29.5% | -24.6% |
| 6M | -40.5% | +9.6% | -50.1% | -43.9% |
| YTD | -10.1% | +19.4% | -29.5% | -20.5% |
| 1Y | +20.8% | +22.4% | -1.5% | +4.5% |
| 3Y | +1,335.0% | +43.2% | +1,291.8% | +959.2% |
| 5Y | +329.8% | +42.6% | +287.3% | +241.4% |
| All | +543.6% | +59.4% | +484.1% | +298.9% |
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