+160.8%
OKLO vs FLUT
-46.0%
+206.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.4% | +13.6% | +13.9% |
| 7D | +14.1% | -6.5% | +20.6% | +16.5% |
| 30D | -22.7% | +2.8% | -25.4% | -23.8% |
| 3M | -44.6% | -13.5% | -31.1% | -42.6% |
| 6M | -63.0% | -19.0% | -44.0% | -61.9% |
| YTD | -62.6% | -61.9% | -0.7% | -44.0% |
| 1Y | -76.2% | -63.2% | -12.9% | -63.7% |
| 3Y | +160.8% | -46.0% | +206.9% | +334.6% |
| All | +160.8% | -46.0% | +206.8% | +334.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling