+326.6%
OKLO vs FITB
+79.4%
+247.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | +7.7% | -0.4% | +8.1% | +7.8% |
| 30D | -4.3% | -5.1% | +0.8% | -3.1% |
| 3M | -24.6% | +3.5% | -28.2% | -25.5% |
| 6M | -31.1% | +17.2% | -48.3% | -33.7% |
| YTD | -40.7% | +17.6% | -58.3% | -43.0% |
| 1Y | -42.4% | +23.4% | -65.8% | -45.3% |
| 3Y | +310.9% | +129.7% | +181.2% | +272.5% |
| 5Y | +332.6% | +68.4% | +264.2% | +291.8% |
| All | +326.6% | +79.4% | +247.2% | +283.7% |
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