+168.9%
OKLO vs FICO
+39.8%
+129.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.7% | +11.2% | +13.7% |
| 7D | +14.1% | -0.1% | +14.2% | +14.1% |
| 30D | -22.7% | +8.4% | -31.1% | -23.3% |
| 3M | -44.6% | -30.5% | -14.1% | -43.1% |
| 6M | -63.0% | -35.7% | -27.3% | -62.3% |
| YTD | -62.6% | -57.2% | -5.4% | -59.2% |
| 1Y | -76.2% | -58.4% | -17.8% | -73.9% |
| 3Y | +160.8% | -24.8% | +185.7% | +180.7% |
| 5Y | +172.5% | +79.3% | +93.2% | +191.9% |
| All | +168.9% | +39.8% | +129.1% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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