+262.9%
OKLO vs FOXA
+94.6%
+168.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.3% | -9.5% |
| 7D | -12.2% | +0.8% | -13.0% | -12.5% |
| 30D | -19.7% | +5.0% | -24.8% | -21.0% |
| 3M | -37.4% | -3.0% | -34.4% | -37.5% |
| 6M | -42.3% | +14.8% | -57.1% | -45.2% |
| YTD | -49.5% | -8.9% | -40.6% | -48.8% |
| 1Y | -54.7% | +13.3% | -68.0% | -57.0% |
| 3Y | +249.6% | +115.4% | +134.2% | +202.9% |
| 5Y | +268.1% | +95.3% | +172.8% | +214.7% |
| All | +262.9% | +94.6% | +168.3% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling