-56.6%
FIG vs OKLO
-47.1%
-9.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +1.0% |
| 7D | -12.2% | +0.1% | -12.3% | -12.3% |
| 30D | -11.0% | -15.2% | +4.2% | -10.0% |
| 3M | +11.9% | -26.2% | +38.1% | +14.2% |
| 6M | -21.9% | -35.0% | +13.1% | -21.5% |
| YTD | -40.8% | -44.4% | +3.7% | -39.4% |
| 1Y | -56.6% | -45.9% | -10.7% | -53.7% |
| All | -56.6% | -47.1% | -9.5% | -53.7% |
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