+557.5%
RKLB vs XLP
+59.5%
+498.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +39.3% | -0.2% | +39.5% | +39.4% |
| 30D | -0.2% | +8.2% | -8.4% | -3.9% |
| 3M | -21.1% | +7.7% | -28.8% | -24.0% |
| 6M | -45.5% | +9.3% | -54.8% | -48.4% |
| YTD | -8.2% | +19.5% | -27.6% | -18.8% |
| 1Y | +28.2% | +21.0% | +7.2% | +11.9% |
| 3Y | +1,366.1% | +43.2% | +1,322.9% | +982.2% |
| 5Y | +345.9% | +42.7% | +303.2% | +254.1% |
| All | +557.5% | +59.5% | +498.0% | +307.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling