+270.7%
OKLO vs FANG
+232.6%
+38.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -9.0% | -9.2% |
| 7D | -12.2% | +2.9% | -15.1% | -12.5% |
| 30D | -19.7% | +2.6% | -22.4% | -20.0% |
| 3M | -37.4% | +7.6% | -45.0% | -38.0% |
| 6M | -42.3% | +17.3% | -59.6% | -44.0% |
| YTD | -49.5% | +38.7% | -88.2% | -52.6% |
| 1Y | -54.7% | +51.6% | -106.4% | -58.3% |
| 3Y | +249.6% | +50.0% | +199.7% | +226.8% |
| All | +270.7% | +232.6% | +38.1% | +246.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling