+576.0%
RKLB vs DKS
+165.5%
+410.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +4.4% |
| 7D | +5.3% | -0.4% | +5.8% | +5.4% |
| 30D | -20.5% | -36.6% | +16.1% | -7.8% |
| 3M | -42.0% | -37.6% | -4.4% | -32.9% |
| 6M | -6.0% | -32.1% | +26.0% | +5.2% |
| YTD | -5.6% | -32.3% | +26.7% | +5.8% |
| 1Y | +38.0% | -39.5% | +77.5% | +60.7% |
| 3Y | +962.4% | +27.7% | +934.8% | +792.8% |
| 5Y | +336.5% | +15.0% | +321.5% | +238.2% |
| All | +576.0% | +165.5% | +410.5% | +371.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DKS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling