+334.0%
OKLO vs FAST
+110.3%
+223.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.0% |
| 7D | +12.4% | +1.3% | +11.1% | +12.2% |
| 30D | -10.6% | -4.7% | -5.8% | -9.9% |
| 3M | -26.5% | +7.9% | -34.5% | -27.5% |
| 6M | -25.6% | +7.4% | -33.1% | -26.8% |
| YTD | -39.6% | +25.1% | -64.7% | -42.2% |
| 1Y | -38.8% | +4.7% | -43.5% | -39.8% |
| 3Y | +318.1% | +94.7% | +223.4% | +285.2% |
| 5Y | +339.7% | +106.8% | +232.9% | +303.5% |
| All | +334.0% | +110.3% | +223.7% | +296.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling