+326.6%
OKLO vs FSLY
-57.4%
+383.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -2.4% |
| 7D | +7.7% | +11.2% | -3.4% | +6.3% |
| 30D | -4.3% | -18.2% | +13.8% | -2.2% |
| 3M | -24.6% | +21.9% | -46.5% | -27.0% |
| 6M | -31.1% | +4.0% | -35.1% | -33.6% |
| YTD | -40.7% | +123.1% | -163.8% | -49.2% |
| 1Y | -42.4% | +196.9% | -239.3% | -53.3% |
| 3Y | +310.9% | -1.3% | +312.2% | +233.7% |
| 5Y | +332.6% | -50.2% | +382.8% | +249.4% |
| All | +326.6% | -57.4% | +383.9% | +243.1% |
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