+313.5%
OKLO vs FAST
+111.2%
+202.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.5% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | -4.0% | -0.8% | -3.2% | -3.9% |
| 3M | -36.9% | +5.8% | -42.6% | -37.5% |
| 6M | -37.1% | +8.0% | -45.1% | -38.2% |
| YTD | -42.5% | +25.6% | -68.1% | -45.0% |
| 1Y | -40.7% | +0.8% | -41.5% | -41.3% |
| 3Y | +299.1% | +86.1% | +213.0% | +267.8% |
| 5Y | +317.3% | +100.2% | +217.1% | +283.7% |
| All | +313.5% | +111.2% | +202.3% | +277.6% |
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