+326.6%
OKLO vs FDS
-12.5%
+339.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.9% |
| 7D | +7.7% | -8.8% | +16.5% | +7.2% |
| 30D | -4.3% | -1.4% | -2.9% | -4.4% |
| 3M | -24.6% | +13.9% | -38.5% | -24.1% |
| 6M | -31.1% | +27.4% | -58.5% | -30.9% |
| YTD | -40.7% | -2.5% | -38.2% | -39.6% |
| 1Y | -42.4% | -23.8% | -18.7% | -39.4% |
| 3Y | +310.9% | -32.5% | +343.4% | +348.2% |
| 5Y | +332.6% | -23.2% | +355.8% | +368.3% |
| All | +326.6% | -12.5% | +339.1% | +352.2% |
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