+159.1%
OKLO vs FLUT
-52.5%
+211.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.5% |
| 7D | +16.9% | +4.5% | +12.4% | +16.0% |
| 30D | -19.7% | +9.2% | -28.9% | -21.1% |
| 3M | -45.0% | -13.7% | -31.3% | -44.0% |
| 6M | -66.9% | -9.0% | -57.9% | -67.0% |
| YTD | -64.0% | -60.2% | -3.7% | -57.8% |
| 1Y | -75.2% | -63.1% | -12.1% | -70.5% |
| 3Y | +151.1% | -42.5% | +193.5% | +205.1% |
| 5Y | +162.8% | -47.6% | +210.4% | +219.6% |
| All | +159.1% | -52.5% | +211.6% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling