+92.4%
OKLO vs FAST
+126.4%
-34.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -0.6% | -12.6% | -13.1% |
| 7D | -28.4% | +0.7% | -29.1% | -28.5% |
| 30D | -50.2% | +4.6% | -54.8% | -50.6% |
| 3M | -55.3% | +6.4% | -61.7% | -55.8% |
| 6M | -71.9% | +20.6% | -92.5% | -72.8% |
| YTD | -73.2% | +34.7% | -107.9% | -74.7% |
| 1Y | -84.2% | +29.7% | -113.8% | -84.9% |
| 3Y | +86.4% | +89.9% | -3.5% | +69.9% |
| 5Y | +94.9% | +105.0% | -10.0% | +77.5% |
| All | +92.4% | +126.4% | -34.0% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling