+249.6%
OKLO vs FANG
+45.3%
+204.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -9.0% | -9.1% |
| 7D | -12.2% | +2.9% | -15.1% | -12.7% |
| 30D | -19.7% | +2.6% | -22.4% | -20.3% |
| 3M | -37.4% | +7.6% | -45.0% | -38.8% |
| 6M | -42.3% | +17.3% | -59.6% | -46.3% |
| YTD | -49.5% | +38.7% | -88.2% | -56.5% |
| 1Y | -54.7% | +51.6% | -106.4% | -63.1% |
| 3Y | +249.6% | +50.0% | +199.7% | +206.2% |
| All | +249.6% | +45.3% | +204.3% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 3y: compounded portfolio wealth divided by compounded FANG 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…
3y analysis · Full analysis span regression · 6 months rolling