+546.0%
RKLB vs ADSK
-17.6%
+563.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -2.0% | -2.5% | +0.5% | -0.6% |
| 30D | -22.4% | -14.9% | -7.6% | -15.4% |
| 3M | -45.2% | +3.3% | -48.5% | -48.4% |
| 6M | -12.5% | -15.7% | +3.1% | -8.5% |
| YTD | -9.8% | -28.2% | +18.5% | +4.8% |
| 1Y | +30.0% | -34.5% | +64.5% | +61.9% |
| 3Y | +942.2% | -2.9% | +945.1% | +876.9% |
| 5Y | +236.8% | -25.3% | +262.1% | +234.3% |
| All | +546.0% | -17.6% | +563.6% | +522.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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