+262.9%
OKLO vs FHN
+81.8%
+181.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.5% | -8.7% | -9.0% |
| 7D | -12.2% | -1.2% | -11.0% | -12.0% |
| 30D | -19.7% | -4.8% | -14.9% | -18.7% |
| 3M | -37.4% | -0.7% | -36.7% | -37.5% |
| 6M | -42.3% | +10.6% | -52.9% | -43.8% |
| YTD | -49.5% | +4.6% | -54.1% | -50.0% |
| 1Y | -54.7% | +11.4% | -66.1% | -55.9% |
| 3Y | +249.6% | +132.3% | +117.4% | +220.4% |
| 5Y | +268.1% | +90.2% | +177.9% | +235.1% |
| All | +262.9% | +81.8% | +181.2% | +231.5% |
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