+299.6%
OKLO vs FANG
+197.9%
+101.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.4% | -7.7% | -6.4% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | -15.2% | +2.4% | -17.6% | -15.4% |
| 3M | -26.2% | +5.1% | -31.2% | -26.7% |
| 6M | -35.0% | +16.4% | -51.4% | -36.8% |
| YTD | -44.4% | +39.0% | -83.4% | -47.6% |
| 1Y | -45.9% | +50.6% | -96.6% | -50.0% |
| 3Y | +284.9% | +46.9% | +238.0% | +260.8% |
| 5Y | +305.3% | +238.2% | +67.0% | +273.6% |
| All | +299.6% | +197.9% | +101.7% | +271.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling