+159.1%
OKLO vs FDS
+4.9%
+154.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.3% | +3.3% |
| 7D | +16.9% | -2.1% | +19.0% | +16.8% |
| 30D | -19.7% | +16.0% | -35.7% | -19.0% |
| 3M | -45.0% | +18.8% | -63.8% | -44.4% |
| 6M | -66.9% | +54.1% | -121.0% | -66.4% |
| YTD | -64.0% | +17.0% | -81.0% | -62.9% |
| 1Y | -75.2% | +25.5% | -100.7% | -74.6% |
| 3Y | +151.1% | -23.3% | +174.4% | +177.3% |
| 5Y | +162.8% | -22.6% | +185.4% | +191.7% |
| All | +159.1% | +4.9% | +154.2% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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