+145.0%
OKLO vs FITB
+79.9%
+65.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -5.2% |
| 7D | +27.3% | +0.8% | +26.5% | +27.1% |
| 30D | -23.1% | +7.3% | -30.4% | -24.3% |
| 3M | -45.8% | -6.3% | -39.5% | -45.0% |
| 6M | -66.8% | +12.6% | -79.3% | -67.8% |
| YTD | -65.9% | +18.0% | -83.9% | -67.2% |
| 1Y | -78.0% | +28.9% | -106.9% | -79.2% |
| 3Y | +137.4% | +139.4% | -2.0% | +115.2% |
| 5Y | +148.2% | +47.2% | +101.0% | +126.4% |
| All | +145.0% | +79.9% | +65.1% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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