+145.0%
OKLO vs FSLY
-67.7%
+212.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -5.4% |
| 7D | +27.3% | +11.8% | +15.6% | +25.6% |
| 30D | -23.1% | -36.5% | +13.5% | -18.6% |
| 3M | -45.8% | -39.7% | -6.1% | -42.8% |
| 6M | -66.8% | -9.7% | -57.1% | -66.8% |
| YTD | -65.9% | +68.9% | -134.8% | -69.9% |
| 1Y | -78.0% | +44.5% | -122.5% | -80.2% |
| 3Y | +137.4% | +4.8% | +132.6% | +98.6% |
| 5Y | +148.2% | -66.0% | +214.3% | +106.5% |
| All | +145.0% | -67.7% | +212.7% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling