-76.5%
OKLO vs FLUT
-63.2%
-13.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.1% |
| 7D | +1.6% | -0.7% | +2.3% | +1.6% |
| 30D | -17.6% | +9.3% | -26.9% | -18.1% |
| 3M | -48.5% | -17.5% | -31.0% | -48.0% |
| 6M | -65.7% | -14.6% | -51.1% | -66.3% |
| YTD | -66.7% | -62.3% | -4.4% | -55.4% |
| 1Y | -76.5% | -59.6% | -16.8% | -69.8% |
| All | -76.5% | -63.2% | -13.3% | -69.8% |
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