+326.6%
OKLO vs FAST
+107.8%
+218.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | +7.7% | +1.8% | +5.9% | +7.4% |
| 30D | -4.3% | -6.4% | +2.1% | -3.3% |
| 3M | -24.6% | +5.3% | -29.9% | -25.3% |
| 6M | -31.1% | +5.4% | -36.5% | -32.0% |
| YTD | -40.7% | +23.6% | -64.3% | -43.1% |
| 1Y | -42.4% | +4.1% | -46.5% | -43.4% |
| 3Y | +310.9% | +92.4% | +218.5% | +279.4% |
| 5Y | +332.6% | +106.1% | +226.5% | +297.5% |
| All | +326.6% | +107.8% | +218.8% | +290.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling