+346.5%
RKLB vs DASH
-1.1%
+347.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -9.4% | -2.8% | -8.4% |
| 7D | -22.2% | +0.5% | -22.7% | -22.6% |
| 30D | -38.7% | -7.1% | -31.7% | -37.4% |
| 3M | -38.5% | -13.2% | -25.3% | -36.0% |
| 6M | -41.6% | +8.3% | -49.9% | -45.7% |
| YTD | -34.1% | -20.6% | -13.5% | -30.4% |
| 1Y | -18.5% | -24.4% | +5.9% | -12.2% |
| 3Y | +897.6% | +94.5% | +803.1% | +646.7% |
| 5Y | +196.5% | -9.4% | +206.0% | +126.5% |
| All | +346.5% | -1.1% | +347.6% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling