+318.1%
OKLO vs FDS
-30.4%
+348.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.3% | +9.2% | +4.6% |
| 7D | +12.4% | -5.4% | +17.8% | +11.9% |
| 30D | -10.6% | +1.6% | -12.1% | -10.5% |
| 3M | -26.5% | +17.7% | -44.3% | -25.5% |
| 6M | -25.6% | +29.1% | -54.7% | -24.9% |
| YTD | -39.6% | +1.0% | -40.6% | -37.4% |
| 1Y | -38.8% | -21.6% | -17.1% | -30.8% |
| 3Y | +318.1% | -30.1% | +348.2% | +410.0% |
| All | +318.1% | -30.4% | +348.5% | +410.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling