+92.9%
FTNT vs OKLO
-51.2%
+144.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.1% |
| 3M | +7.6% | -37.4% | +45.0% | +9.5% |
| 6M | +87.0% | -42.3% | +129.2% | +87.7% |
| YTD | +96.5% | -49.5% | +146.1% | +97.2% |
| 1Y | +92.9% | -54.7% | +147.6% | +87.9% |
| All | +92.9% | -51.2% | +144.1% | +87.9% |
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