+318.1%
OKLO vs FROG
+202.6%
+115.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.0% | +5.9% | +5.3% |
| 7D | +12.4% | -5.5% | +17.9% | +14.9% |
| 30D | -10.6% | -3.1% | -7.4% | -10.0% |
| 3M | -26.5% | +1.2% | -27.8% | -27.6% |
| 6M | -25.6% | +113.7% | -139.3% | -48.8% |
| YTD | -39.6% | +38.9% | -78.5% | -50.8% |
| 1Y | -38.8% | +72.0% | -110.7% | -56.5% |
| 3Y | +318.1% | +217.1% | +100.9% | +164.4% |
| All | +318.1% | +202.6% | +115.4% | +164.4% |
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