-54.7%
OKLO vs FERG
+1.0%
-55.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.9% | -9.8% |
| 7D | -12.2% | -2.6% | -9.7% | -10.1% |
| 30D | -19.7% | -8.9% | -10.8% | -12.4% |
| 3M | -37.4% | -2.0% | -35.4% | -37.8% |
| 6M | -42.3% | -3.2% | -39.1% | -40.8% |
| YTD | -49.5% | +1.5% | -51.0% | -50.4% |
| 1Y | -54.7% | +0.5% | -55.2% | -53.8% |
| All | -54.7% | +1.0% | -55.7% | -53.8% |
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