+313.5%
OKLO vs FDS
-5.4%
+318.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.5% | +7.1% | +3.4% |
| 7D | +2.8% | -1.9% | +4.7% | +2.7% |
| 30D | -4.0% | +9.0% | -13.0% | -3.6% |
| 3M | -36.9% | +18.9% | -55.7% | -36.2% |
| 6M | -37.1% | +35.1% | -72.3% | -36.6% |
| YTD | -42.5% | +5.5% | -48.0% | -41.2% |
| 1Y | -40.7% | -16.8% | -23.9% | -37.4% |
| 3Y | +299.1% | -28.1% | +327.2% | +337.3% |
| 5Y | +317.3% | -17.4% | +334.7% | +353.9% |
| All | +313.5% | -5.4% | +318.9% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling