-80.3%
OKLO vs FOXA
+11.1%
-91.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.6% | -6.2% |
| 7D | -18.4% | +9.9% | -28.3% | -19.2% |
| 30D | -38.5% | +10.0% | -48.5% | -39.2% |
| 3M | -48.9% | +18.4% | -67.4% | -50.3% |
| 6M | -67.8% | +12.2% | -79.9% | -69.1% |
| YTD | -69.2% | -3.8% | -65.4% | -68.5% |
| 1Y | -80.3% | +8.9% | -89.2% | -81.3% |
| All | -80.3% | +11.1% | -91.4% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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