+547.3%
RKLB vs FROG
+42.0%
+505.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -4.9% | -4.5% |
| 7D | 0.0% | -4.8% | +4.8% | +2.0% |
| 30D | -21.2% | -0.9% | -20.3% | -21.6% |
| 3M | -41.7% | +7.5% | -49.2% | -44.0% |
| 6M | -11.8% | +107.0% | -118.8% | -36.2% |
| YTD | -9.6% | +39.8% | -49.4% | -26.0% |
| 1Y | +34.1% | +74.8% | -40.7% | -1.1% |
| 3Y | +917.3% | +219.3% | +698.0% | +418.0% |
| 5Y | +204.4% | +133.0% | +71.4% | +56.7% |
| All | +547.3% | +42.0% | +505.3% | +259.3% |
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