-80.3%
OKLO vs FAST
+32.0%
-112.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.7% | -7.5% | -6.1% |
| 7D | -18.4% | +3.4% | -21.9% | -19.0% |
| 30D | -38.5% | +5.5% | -44.0% | -39.3% |
| 3M | -48.9% | +7.6% | -56.5% | -49.9% |
| 6M | -67.8% | +19.8% | -87.6% | -69.6% |
| YTD | -69.2% | +35.5% | -104.6% | -77.0% |
| 1Y | -80.3% | +31.6% | -111.9% | -84.4% |
| All | -80.3% | +32.0% | -112.3% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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