-77.5%
OKLO vs FROG
+70.9%
-148.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.3% | -2.2% | -4.9% |
| 7D | +6.8% | +17.0% | -10.2% | +0.2% |
| 30D | -27.7% | +1.3% | -29.0% | -29.7% |
| 3M | -43.6% | +17.5% | -61.1% | -47.2% |
| 6M | -65.4% | +46.8% | -112.2% | -68.7% |
| YTD | -65.0% | +65.8% | -130.8% | -69.6% |
| 1Y | -77.5% | +61.0% | -138.5% | -80.1% |
| All | -77.5% | +70.9% | -148.4% | -80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling