+159.1%
OKLO vs FAST
+137.5%
+21.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.9% |
| 7D | +16.9% | +4.3% | +12.6% | +16.2% |
| 30D | -19.7% | +8.3% | -28.0% | -20.7% |
| 3M | -45.0% | +6.5% | -51.5% | -45.5% |
| 6M | -66.9% | +29.5% | -96.4% | -68.4% |
| YTD | -64.0% | +41.3% | -105.2% | -66.2% |
| 1Y | -75.2% | +37.4% | -112.6% | -76.6% |
| 3Y | +151.1% | +98.5% | +52.5% | +127.3% |
| 5Y | +162.8% | +111.1% | +51.7% | +138.0% |
| All | +159.1% | +137.5% | +21.6% | +132.2% |
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