+160.8%
OKLO vs FDX
+70.4%
+90.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +3.5% | +10.5% | +13.5% |
| 7D | +14.1% | +0.2% | +13.9% | +14.1% |
| 30D | -22.7% | +9.3% | -32.0% | -23.5% |
| 3M | -44.6% | +0.5% | -45.0% | -44.7% |
| 6M | -63.0% | +5.3% | -68.3% | -63.3% |
| YTD | -62.6% | +38.6% | -101.2% | -63.0% |
| 1Y | -76.2% | +53.5% | -129.7% | -76.3% |
| 3Y | +160.8% | +74.2% | +86.6% | +140.8% |
| All | +160.8% | +70.4% | +90.4% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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