+508.8%
RKLB vs DASH
-2.1%
+510.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.5% | +8.0% | +7.1% |
| 7D | +15.2% | -2.8% | +18.0% | +16.4% |
| 30D | -8.1% | -9.3% | +1.2% | -5.1% |
| 3M | -21.7% | -15.1% | -6.6% | -17.7% |
| 6M | -40.5% | +8.7% | -49.3% | -44.5% |
| YTD | -10.1% | -21.3% | +11.2% | -4.7% |
| 1Y | +20.8% | -12.7% | +33.5% | +22.3% |
| 3Y | +1,335.0% | +103.8% | +1,231.2% | +955.1% |
| 5Y | +329.8% | -16.8% | +346.6% | +232.1% |
| All | +508.8% | -2.1% | +510.9% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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