+334.0%
OKLO vs FCUV
-99.6%
+433.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -65.2% | +70.2% | +5.5% |
| 7D | +12.4% | -47.9% | +60.3% | +12.5% |
| 30D | -10.6% | +13.7% | -24.2% | -11.3% |
| 3M | -26.5% | +97.0% | -123.5% | -31.1% |
| 6M | -25.6% | -66.1% | +40.5% | -26.4% |
| YTD | -39.6% | -81.8% | +42.1% | -38.7% |
| 1Y | -38.8% | -93.3% | +54.5% | -35.7% |
| 3Y | +318.1% | -99.2% | +417.3% | +329.6% |
| 5Y | +339.7% | -99.9% | +439.5% | +351.7% |
| All | +334.0% | -99.6% | +433.6% | +345.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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