+313.5%
OKLO vs FERG
+80.1%
+233.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.7% |
| 7D | +2.8% | 0.0% | +2.9% | +2.9% |
| 30D | -4.0% | -10.2% | +6.2% | -0.2% |
| 3M | -36.9% | -0.6% | -36.3% | -37.0% |
| 6M | -37.1% | -6.5% | -30.6% | -35.4% |
| YTD | -42.5% | +4.2% | -46.7% | -42.7% |
| 1Y | -40.7% | -2.3% | -38.5% | -39.7% |
| 3Y | +299.1% | +48.5% | +250.6% | +279.3% |
| 5Y | +317.3% | +72.0% | +245.3% | +295.4% |
| All | +313.5% | +80.1% | +233.4% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling