-55.8%
FIG vs OKLO
-42.7%
-13.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -4.6% |
| 7D | -16.3% | +2.8% | -19.1% | -16.5% |
| 30D | -14.3% | -4.0% | -10.3% | -14.3% |
| 3M | +7.2% | -36.9% | +44.0% | +11.4% |
| 6M | -18.6% | -37.1% | +18.5% | -17.5% |
| YTD | -35.5% | -42.5% | +7.0% | -34.1% |
| 1Y | -55.8% | -40.7% | -15.1% | -55.5% |
| All | -55.8% | -42.7% | -13.1% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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