+262.9%
OKLO vs FISV
-52.4%
+315.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +5.4% | -14.6% | -9.3% |
| 7D | -12.2% | -2.7% | -9.6% | -12.2% |
| 30D | -19.7% | 0.0% | -19.8% | -19.7% |
| 3M | -37.4% | -2.8% | -34.6% | -37.4% |
| 6M | -42.3% | -11.8% | -30.5% | -42.0% |
| YTD | -49.5% | -23.2% | -26.3% | -48.9% |
| 1Y | -54.7% | -62.0% | +7.3% | -53.5% |
| 3Y | +249.6% | -57.6% | +307.2% | +277.3% |
| 5Y | +268.1% | -53.4% | +321.5% | +298.6% |
| All | +262.9% | -52.4% | +315.3% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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