+318.1%
OKLO vs FLUT
-42.5%
+360.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.4% | +4.7% |
| 7D | +12.4% | +3.8% | +8.6% | +10.9% |
| 30D | -10.6% | +6.3% | -16.8% | -12.7% |
| 3M | -26.5% | -4.0% | -22.5% | -27.0% |
| 6M | -25.6% | -10.3% | -15.4% | -24.7% |
| YTD | -39.6% | -53.2% | +13.5% | -18.0% |
| 1Y | -38.8% | -65.0% | +26.3% | -5.4% |
| 3Y | +318.1% | -43.9% | +361.9% | +522.3% |
| All | +318.1% | -42.5% | +360.6% | +522.3% |
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