+208.5%
FTNT vs OKLO
+262.2%
-53.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.2% | +7.4% | -1.3% |
| 7D | -0.1% | -12.2% | +12.1% | +0.4% |
| 30D | -3.0% | -19.7% | +16.8% | -2.0% |
| 3M | +7.6% | -37.4% | +45.0% | +9.6% |
| 6M | +87.0% | -42.3% | +129.2% | +89.4% |
| YTD | +96.5% | -49.5% | +146.1% | +99.5% |
| 1Y | +92.9% | -54.7% | +147.6% | +95.4% |
| 3Y | +139.8% | +249.6% | -109.8% | +125.5% |
| 5Y | +151.3% | +268.1% | -116.8% | +131.8% |
| All | +208.5% | +262.2% | -53.7% | +185.8% |
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 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