+145.0%
OKLO vs FDS
+3.9%
+141.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -5.5% |
| 7D | +27.3% | -2.6% | +29.9% | +27.1% |
| 30D | -23.1% | +14.1% | -37.1% | -22.4% |
| 3M | -45.8% | +19.8% | -65.6% | -45.2% |
| 6M | -66.8% | +55.0% | -121.8% | -66.3% |
| YTD | -65.9% | +15.9% | -81.8% | -65.0% |
| 1Y | -78.0% | +24.2% | -102.2% | -77.5% |
| 3Y | +137.4% | -24.0% | +161.4% | +161.9% |
| 5Y | +148.2% | -23.3% | +171.6% | +175.3% |
| All | +145.0% | +3.9% | +141.1% | +162.5% |
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