-80.3%
OKLO vs FLUT
-63.1%
-17.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -5.7% |
| 7D | -18.4% | +4.2% | -22.6% | -18.8% |
| 30D | -38.5% | +8.0% | -46.5% | -39.0% |
| 3M | -48.9% | -22.1% | -26.9% | -47.9% |
| 6M | -67.8% | -21.7% | -46.1% | -67.4% |
| YTD | -69.2% | -62.0% | -7.2% | -57.7% |
| 1Y | -80.3% | -63.2% | -17.1% | -72.5% |
| All | -80.3% | -63.1% | -17.2% | -72.5% |
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