+150.0%
OKLO vs FGI
-66.3%
+216.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.2% | -11.6% | -5.6% |
| 7D | +27.3% | +13.5% | +13.8% | +26.9% |
| 30D | -23.1% | +17.1% | -40.2% | -23.4% |
| 3M | -45.8% | +78.0% | -123.8% | -47.1% |
| 6M | -66.8% | +46.4% | -113.2% | -67.5% |
| YTD | -65.9% | +47.7% | -113.6% | -67.4% |
| 1Y | -78.0% | +56.8% | -134.8% | -79.0% |
| 3Y | +137.4% | +12.3% | +125.1% | +124.4% |
| All | +150.0% | -66.3% | +216.3% | +136.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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