+326.6%
OKLO vs FROG
+89.3%
+237.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +7.7% | -4.8% | +12.5% | +9.1% |
| 30D | -4.3% | -0.9% | -3.4% | -4.4% |
| 3M | -24.6% | +7.5% | -32.1% | -26.3% |
| 6M | -31.1% | +107.0% | -138.1% | -44.2% |
| YTD | -40.7% | +39.8% | -80.5% | -47.6% |
| 1Y | -42.4% | +74.8% | -117.3% | -52.7% |
| 3Y | +310.9% | +219.3% | +91.6% | +215.8% |
| 5Y | +332.6% | +133.0% | +199.6% | +233.2% |
| All | +326.6% | +89.3% | +237.2% | +230.5% |
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