-40.7%
OKLO vs FERG
+0.8%
-41.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +1.5% |
| 7D | +2.8% | 0.0% | +2.9% | +2.9% |
| 30D | -4.0% | -10.2% | +6.2% | +5.2% |
| 3M | -36.9% | -0.6% | -36.3% | -38.1% |
| 6M | -37.1% | -6.5% | -30.6% | -33.3% |
| YTD | -42.5% | +4.2% | -46.7% | -44.4% |
| 1Y | -40.7% | -2.3% | -38.5% | -38.9% |
| All | -40.7% | +0.8% | -41.6% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling