+145.0%
OKLO vs FHN
+73.9%
+71.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.3% |
| 7D | +27.3% | +1.3% | +26.1% | +27.0% |
| 30D | -23.1% | +2.8% | -25.9% | -23.6% |
| 3M | -45.8% | -8.9% | -36.9% | -44.4% |
| 6M | -66.8% | -0.7% | -66.1% | -66.8% |
| YTD | -65.9% | +0.1% | -66.0% | -65.8% |
| 1Y | -78.0% | +10.4% | -88.4% | -78.4% |
| 3Y | +137.4% | +128.8% | +8.6% | +120.4% |
| 5Y | +148.2% | +61.5% | +86.8% | +130.0% |
| All | +145.0% | +73.9% | +71.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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