-54.7%
OKLO vs FSLY
+210.9%
-265.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.0% | -11.2% | -9.3% |
| 7D | -12.2% | +12.5% | -24.7% | -12.9% |
| 30D | -19.7% | -18.8% | -0.9% | -18.8% |
| 3M | -37.4% | +22.7% | -60.1% | -38.4% |
| 6M | -42.3% | -3.7% | -38.6% | -42.6% |
| YTD | -49.5% | +127.5% | -177.0% | -49.9% |
| 1Y | -54.7% | +193.5% | -248.2% | -53.5% |
| All | -54.7% | +210.9% | -265.6% | -53.5% |
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