+139.7%
OKLO vs FROG
+146.3%
-6.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -3.0% |
| 7D | +1.6% | +12.5% | -10.9% | -1.9% |
| 30D | -17.6% | +23.5% | -41.2% | -23.0% |
| 3M | -48.5% | +19.4% | -67.9% | -51.6% |
| 6M | -65.7% | +77.0% | -142.7% | -70.9% |
| YTD | -66.7% | +81.9% | -148.5% | -72.9% |
| 1Y | -76.5% | +90.7% | -167.1% | -81.1% |
| 3Y | +132.5% | +328.5% | -196.1% | +64.6% |
| 5Y | +142.8% | +207.0% | -64.2% | +71.8% |
| All | +139.7% | +146.3% | -6.6% | +71.1% |
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