+313.5%
OKLO vs FSLY
-61.3%
+374.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.9% |
| 7D | +2.8% | -10.6% | +13.4% | +4.2% |
| 30D | -4.0% | -20.9% | +16.9% | -1.9% |
| 3M | -36.9% | +3.4% | -40.3% | -37.7% |
| 6M | -37.1% | +2.7% | -39.9% | -39.3% |
| YTD | -42.5% | +102.3% | -144.7% | -50.1% |
| 1Y | -40.7% | +182.1% | -222.8% | -51.7% |
| 3Y | +299.1% | -14.6% | +313.7% | +228.0% |
| 5Y | +317.3% | -55.9% | +373.2% | +240.9% |
| All | +313.5% | -61.3% | +374.9% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling