+151.5%
FTNT vs OKLO
+139.2%
+12.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | +7.1% | +1.6% | +5.5% | +6.9% |
| 30D | -30.9% | -17.6% | -13.2% | -30.3% |
| 3M | -23.1% | -48.5% | +25.4% | -20.8% |
| 6M | +8.1% | -65.7% | +73.8% | +12.9% |
| YTD | +60.2% | -66.7% | +126.9% | +65.7% |
| 1Y | +57.0% | -76.5% | +133.5% | +65.0% |
| 3Y | +152.9% | +132.5% | +20.5% | +141.4% |
| 5Y | +85.9% | +142.8% | -56.9% | +73.5% |
| All | +151.5% | +139.2% | +12.3% | +137.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling