-54.7%
OKLO vs FIGR
-3.1%
-51.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.6% | -4.5% | -7.2% |
| 7D | -12.2% | -3.0% | -9.2% | -10.9% |
| 30D | -19.7% | +13.7% | -33.4% | -24.2% |
| 3M | -37.4% | +23.9% | -61.3% | -43.7% |
| 6M | -42.3% | -8.4% | -33.9% | -41.9% |
| YTD | -49.5% | -14.6% | -34.9% | -52.5% |
| 1Y | -54.7% | +12.1% | -66.8% | -64.7% |
| All | -54.7% | -3.1% | -51.6% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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