+334.0%
OKLO vs FOXA
+92.5%
+241.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +12.4% | -0.6% | +13.0% | +12.5% |
| 30D | -10.6% | +2.3% | -12.9% | -11.3% |
| 3M | -26.5% | -2.8% | -23.7% | -26.7% |
| 6M | -25.6% | +9.6% | -35.2% | -28.4% |
| YTD | -39.6% | -9.9% | -29.8% | -38.6% |
| 1Y | -38.8% | +5.4% | -44.1% | -40.7% |
| 3Y | +318.1% | +115.3% | +202.8% | +263.4% |
| 5Y | +339.7% | +93.1% | +246.6% | +277.2% |
| All | +334.0% | +92.5% | +241.5% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling