+151.4%
OKLO vs FLEX
+495.4%
-343.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.7% | -3.9% | -5.1% |
| 7D | +6.8% | -13.6% | +20.4% | +15.9% |
| 30D | -27.7% | -36.5% | +8.8% | -8.6% |
| 3M | -43.6% | -36.4% | -7.2% | -29.3% |
| 6M | -65.4% | -46.5% | -18.9% | -53.0% |
| YTD | -65.0% | +25.9% | -91.0% | -70.3% |
| 1Y | -77.5% | +19.6% | -97.1% | -80.3% |
| 3Y | +143.6% | +287.0% | -143.4% | +69.6% |
| 5Y | +154.7% | +466.6% | -311.9% | +77.5% |
| All | +151.4% | +495.4% | -343.9% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 all: compounded portfolio wealth divided by compounded FLEX 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…
all analysis · Full analysis span regression · 6 months rolling