+578.9%
RKLB vs FROG
+78.1%
+500.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.3% | +3.0% |
| 7D | +26.3% | +26.8% | -0.5% | +12.9% |
| 30D | +0.7% | +10.6% | -9.9% | -4.7% |
| 3M | -17.3% | +27.2% | -44.5% | -27.4% |
| 6M | -43.6% | +58.7% | -102.3% | -55.7% |
| YTD | -5.2% | +75.3% | -80.5% | -30.8% |
| 1Y | +29.1% | +71.1% | -42.0% | -4.4% |
| 3Y | +1,413.7% | +319.6% | +1,094.2% | +575.5% |
| 5Y | +364.9% | +195.7% | +169.2% | +113.6% |
| All | +578.9% | +78.1% | +500.8% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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