+145.0%
OKLO vs FLR
+213.6%
-68.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.1% |
| 7D | +27.3% | +10.1% | +17.3% | +20.6% |
| 30D | -23.1% | -0.5% | -22.6% | -22.1% |
| 3M | -45.8% | -4.8% | -41.0% | -43.7% |
| 6M | -66.8% | +10.7% | -77.5% | -68.1% |
| YTD | -65.9% | +25.0% | -90.9% | -69.5% |
| 1Y | -78.0% | +8.3% | -86.3% | -78.5% |
| 3Y | +137.4% | +36.8% | +100.5% | +142.2% |
| 5Y | +148.2% | +121.8% | +26.5% | +152.2% |
| All | +145.0% | +213.6% | -68.6% | +148.8% |
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