+313.5%
OKLO vs FLR
+255.7%
+57.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +5.0% |
| 7D | +2.8% | +5.4% | -2.6% | -0.7% |
| 30D | -4.0% | +11.4% | -15.4% | -10.2% |
| 3M | -36.9% | +11.4% | -48.3% | -40.6% |
| 6M | -37.1% | +16.6% | -53.8% | -42.7% |
| YTD | -42.5% | +41.7% | -84.2% | -52.9% |
| 1Y | -40.7% | +35.4% | -76.1% | -48.5% |
| 3Y | +299.1% | +57.3% | +241.8% | +272.7% |
| 5Y | +317.3% | +241.0% | +76.3% | +288.1% |
| All | +313.5% | +255.7% | +57.9% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling