+262.9%
OKLO vs FERG
+75.5%
+187.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.9% | -9.4% |
| 7D | -12.2% | -2.6% | -9.7% | -11.4% |
| 30D | -19.7% | -8.9% | -10.8% | -16.9% |
| 3M | -37.4% | -2.0% | -35.4% | -37.2% |
| 6M | -42.3% | -3.2% | -39.1% | -41.3% |
| YTD | -49.5% | +1.5% | -51.0% | -49.2% |
| 1Y | -54.7% | +0.5% | -55.2% | -54.0% |
| 3Y | +249.6% | +50.4% | +199.2% | +235.4% |
| 5Y | +268.1% | +68.7% | +199.4% | +251.8% |
| All | +262.9% | +75.5% | +187.5% | +244.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling