+318.1%
OKLO vs FIS
-22.6%
+340.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.9% | +10.8% | +5.7% |
| 7D | +12.4% | -3.5% | +15.9% | +12.8% |
| 30D | -10.6% | -7.8% | -2.7% | -9.7% |
| 3M | -26.5% | +0.8% | -27.4% | -27.4% |
| 6M | -25.6% | -21.9% | -3.7% | -22.3% |
| YTD | -39.6% | -39.5% | -0.2% | -32.6% |
| 1Y | -38.8% | -41.0% | +2.2% | -31.2% |
| 3Y | +318.1% | -23.6% | +341.7% | +391.4% |
| All | +318.1% | -22.6% | +340.7% | +391.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling