-40.7%
OKLO vs FLUT
-65.9%
+25.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +4.0% |
| 7D | +2.8% | -1.6% | +4.5% | +3.1% |
| 30D | -4.0% | +7.7% | -11.8% | -5.3% |
| 3M | -36.9% | -0.7% | -36.2% | -38.0% |
| 6M | -37.1% | -11.2% | -26.0% | -35.7% |
| YTD | -42.5% | -53.4% | +11.0% | -20.0% |
| 1Y | -40.7% | -65.8% | +25.0% | +0.8% |
| All | -40.7% | -65.9% | +25.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling