+559.5%
RKLB vs FROG
+42.4%
+517.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +2.1% |
| 7D | -0.2% | -11.3% | +11.1% | +4.8% |
| 30D | -14.1% | +3.6% | -17.8% | -16.1% |
| 3M | -46.4% | +1.7% | -48.1% | -47.2% |
| 6M | -10.6% | +123.5% | -134.2% | -37.4% |
| YTD | -7.9% | +40.2% | -48.1% | -24.7% |
| 1Y | +49.5% | +81.0% | -31.5% | +8.7% |
| 3Y | +913.6% | +194.8% | +718.8% | +436.2% |
| 5Y | +375.3% | +131.8% | +243.5% | +144.6% |
| All | +559.5% | +42.4% | +517.0% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling