+143.6%
OKLO vs FIS
-40.9%
+184.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | +6.8% | -27.4% | +34.2% | +10.3% |
| 30D | -27.7% | -16.8% | -10.9% | -26.4% |
| 3M | -43.6% | -32.6% | -11.0% | -41.1% |
| 6M | -65.4% | -33.4% | -32.0% | -63.9% |
| YTD | -65.0% | -56.0% | -9.0% | -59.2% |
| 1Y | -77.5% | -55.1% | -22.4% | -74.0% |
| 3Y | +143.6% | -41.4% | +185.0% | +198.8% |
| All | +143.6% | -40.9% | +184.5% | +198.8% |
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