+299.5%
OKLO vs FAST
+86.1%
+213.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | -4.0% | -0.8% | -3.2% | -3.8% |
| 3M | -36.9% | +5.8% | -42.6% | -37.9% |
| 6M | -37.1% | +8.0% | -45.1% | -38.9% |
| YTD | -42.5% | +25.6% | -68.1% | -46.9% |
| 1Y | -40.7% | +0.8% | -41.5% | -41.6% |
| All | +299.5% | +86.1% | +213.4% | +233.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling