+334.0%
OKLO vs FE
+53.3%
+280.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +4.8% |
| 7D | +12.4% | +0.6% | +11.8% | +12.5% |
| 30D | -10.6% | -2.1% | -8.4% | -10.8% |
| 3M | -26.5% | +2.6% | -29.1% | -26.2% |
| 6M | -25.6% | -6.8% | -18.9% | -26.1% |
| YTD | -39.6% | +6.9% | -46.5% | -39.1% |
| 1Y | -38.8% | +11.6% | -50.3% | -37.9% |
| 3Y | +318.1% | +47.7% | +270.3% | +327.4% |
| 5Y | +339.7% | +46.2% | +293.5% | +345.5% |
| All | +334.0% | +53.3% | +280.6% | +338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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