+141.4%
OKLO vs FERG
+77.6%
+63.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.4% |
| 7D | +1.6% | +9.7% | -8.2% | -1.9% |
| 30D | -17.6% | +15.0% | -32.7% | -21.9% |
| 3M | -48.5% | +3.8% | -52.3% | -49.2% |
| 6M | -65.7% | +10.6% | -76.3% | -67.1% |
| YTD | -66.7% | +17.0% | -83.6% | -68.2% |
| 1Y | -76.5% | +7.1% | -83.6% | -77.0% |
| 3Y | +132.5% | +67.7% | +64.7% | +110.9% |
| All | +141.4% | +77.6% | +63.8% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling