+51.8%
FTNT vs OKLO
-81.5%
+133.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.8% | +1.4% |
| 7D | -25.7% | -18.4% | -7.2% | -24.8% |
| 30D | -29.7% | -38.5% | +8.8% | -27.9% |
| 3M | -23.1% | -48.9% | +25.8% | -20.7% |
| 6M | +45.0% | -67.8% | +112.7% | +50.3% |
| YTD | +62.9% | -69.2% | +132.1% | +65.7% |
| 1Y | +51.8% | -80.3% | +132.1% | +61.1% |
| All | +51.8% | -81.5% | +133.3% | +61.1% |
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