-42.4%
OKLO vs FLUT
-65.6%
+23.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | +7.7% | -2.6% | +10.3% | +8.2% |
| 30D | -4.3% | +5.4% | -9.7% | -5.2% |
| 3M | -24.6% | -10.8% | -13.9% | -23.7% |
| 6M | -31.1% | -9.2% | -21.9% | -30.3% |
| YTD | -40.7% | -53.8% | +13.1% | -17.5% |
| 1Y | -42.4% | -66.0% | +23.5% | -4.2% |
| All | -42.4% | -65.6% | +23.1% | -4.2% |
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