-60.7%
OKLO vs FPS
-14.8%
-45.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.8% | +4.4% | -0.5% |
| 7D | +27.3% | +21.6% | +5.7% | +15.6% |
| 30D | -23.1% | -38.8% | +15.7% | -6.1% |
| 3M | -45.8% | -42.1% | -3.7% | -32.9% |
| 6M | -66.8% | -48.5% | -18.3% | -58.3% |
| All | -60.7% | -14.8% | -45.8% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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