-80.3%
OKLO vs FSLY
+161.0%
-241.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.7% | -5.8% |
| 7D | -18.4% | -22.2% | +3.7% | -17.0% |
| 30D | -38.5% | -19.1% | -19.4% | -37.6% |
| 3M | -48.9% | -15.7% | -33.3% | -48.4% |
| 6M | -67.8% | -23.5% | -44.3% | -67.7% |
| YTD | -69.2% | +106.6% | -175.8% | -68.5% |
| 1Y | -80.3% | +164.3% | -244.5% | -78.4% |
| All | -80.3% | +161.0% | -241.3% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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