+310.9%
OKLO vs FLR
+56.0%
+254.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | +1.6% |
| 7D | +7.7% | -3.1% | +10.8% | +11.1% |
| 30D | -4.3% | +4.9% | -9.3% | -9.6% |
| 3M | -24.6% | +10.8% | -35.4% | -33.0% |
| 6M | -31.1% | +19.7% | -50.8% | -45.1% |
| YTD | -40.7% | +38.4% | -79.0% | -59.8% |
| 1Y | -42.4% | +34.7% | -77.1% | -57.6% |
| All | +310.9% | +56.0% | +254.9% | +246.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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