+313.5%
OKLO vs FLUT
-44.4%
+357.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +4.0% |
| 7D | +2.8% | -1.6% | +4.5% | +3.1% |
| 30D | -4.0% | +7.7% | -11.8% | -5.3% |
| 3M | -36.9% | -0.7% | -36.2% | -37.5% |
| 6M | -37.1% | -11.2% | -26.0% | -36.6% |
| YTD | -42.5% | -53.4% | +11.0% | -34.1% |
| 1Y | -40.7% | -65.8% | +25.0% | -28.2% |
| 3Y | +299.1% | -44.9% | +344.1% | +374.5% |
| 5Y | +317.3% | -49.7% | +367.0% | +397.9% |
| All | +313.5% | -44.4% | +357.9% | +392.2% |
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 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