+299.6%
OKLO vs FSLY
-57.4%
+357.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | +0.1% | +7.5% | -7.4% | -0.8% |
| 30D | -15.2% | -21.1% | +5.9% | -13.0% |
| 3M | -26.2% | +21.8% | -47.9% | -28.5% |
| 6M | -35.0% | -0.1% | -34.9% | -37.1% |
| YTD | -44.4% | +123.1% | -167.5% | -52.4% |
| 1Y | -45.9% | +208.6% | -254.5% | -56.4% |
| 3Y | +284.9% | -1.3% | +286.2% | +212.6% |
| 5Y | +305.3% | -48.4% | +353.6% | +227.6% |
| All | +299.6% | -57.4% | +357.0% | +221.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling