-51.7%
FIG vs OKLO
-81.5%
+29.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.8% | +11.1% | +5.4% |
| 7D | -4.7% | -18.4% | +13.8% | -3.9% |
| 30D | +0.5% | -38.5% | +39.0% | +2.3% |
| 3M | -18.4% | -48.9% | +30.6% | -16.6% |
| 6M | +10.9% | -67.8% | +78.6% | +16.2% |
| YTD | -40.8% | -69.2% | +28.4% | -38.6% |
| 1Y | -51.7% | -80.3% | +28.6% | -46.8% |
| All | -51.7% | -81.5% | +29.8% | -46.8% |
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