+160.8%
OKLO vs FROG
+307.0%
-146.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +7.1% | +6.8% | +10.7% |
| 7D | +14.1% | +27.1% | -13.0% | +2.2% |
| 30D | -22.7% | +5.8% | -28.5% | -25.3% |
| 3M | -44.6% | +20.8% | -65.4% | -50.0% |
| 6M | -63.0% | +53.3% | -116.3% | -70.1% |
| YTD | -62.6% | +73.2% | -135.8% | -73.0% |
| 1Y | -76.2% | +80.3% | -156.5% | -83.3% |
| 3Y | +160.8% | +318.3% | -157.5% | +44.8% |
| All | +160.8% | +307.0% | -146.2% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling