+535.9%
RKLB vs ADSK
-17.9%
+553.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -3.2% |
| 7D | -2.9% | -10.9% | +8.0% | +3.6% |
| 30D | -22.6% | -15.9% | -6.7% | -14.9% |
| 3M | -41.0% | -4.4% | -36.6% | -41.9% |
| 6M | -10.1% | -16.6% | +6.5% | -5.3% |
| YTD | -11.2% | -28.5% | +17.3% | +3.3% |
| 1Y | +34.2% | -34.6% | +68.8% | +67.2% |
| 3Y | +899.4% | -3.5% | +902.8% | +840.2% |
| 5Y | +231.5% | -25.6% | +257.1% | +229.8% |
| All | +535.9% | -17.9% | +553.8% | +514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling