+336.5%
RKLB vs FROG
+125.4%
+211.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | +5.3% | -5.5% | +10.8% | +8.1% |
| 30D | -20.5% | -3.1% | -17.4% | -20.1% |
| 3M | -42.0% | +1.2% | -43.3% | -43.0% |
| 6M | -6.0% | +113.7% | -119.7% | -35.2% |
| YTD | -5.6% | +38.9% | -44.4% | -24.1% |
| 1Y | +38.0% | +72.0% | -34.0% | -0.9% |
| 3Y | +962.4% | +217.1% | +745.3% | +383.5% |
| 5Y | +336.5% | +130.6% | +205.9% | +100.4% |
| All | +336.5% | +125.4% | +211.1% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling