+299.6%
OKLO vs FIS
-69.7%
+369.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.2% | -7.5% | -6.4% |
| 7D | +0.1% | -8.9% | +9.0% | +0.6% |
| 30D | -15.2% | -9.9% | -5.3% | -14.7% |
| 3M | -26.2% | 0.0% | -26.1% | -26.5% |
| 6M | -35.0% | -22.9% | -12.1% | -33.9% |
| YTD | -44.4% | -40.9% | -3.6% | -42.2% |
| 1Y | -45.9% | -40.4% | -5.5% | -43.9% |
| 3Y | +284.9% | -25.4% | +310.3% | +306.4% |
| 5Y | +305.3% | -64.8% | +370.1% | +325.7% |
| All | +299.6% | -69.7% | +369.3% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FIS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling