-79.9%
FIG vs OKLO
-52.9%
-27.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -9.2% | +14.0% | +5.3% |
| 7D | -3.8% | -12.2% | +8.4% | -3.2% |
| 30D | -2.3% | -19.7% | +17.4% | -1.1% |
| 3M | +20.0% | -37.4% | +57.4% | +23.6% |
| 6M | -16.7% | -42.3% | +25.6% | -15.6% |
| YTD | -37.9% | -49.5% | +11.6% | -36.4% |
| 1Y | -58.5% | -54.7% | -3.8% | -57.0% |
| All | -79.9% | -52.9% | -27.0% | -79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling