+159.1%
OKLO vs FSLY
-67.6%
+226.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.3% | -3.2% | +2.2% |
| 7D | +16.9% | -17.9% | +34.9% | +19.9% |
| 30D | -19.7% | -34.7% | +15.0% | -15.4% |
| 3M | -45.0% | -40.0% | -5.0% | -41.9% |
| 6M | -66.9% | -11.8% | -55.1% | -66.8% |
| YTD | -64.0% | +69.5% | -133.5% | -68.2% |
| 1Y | -75.2% | +44.0% | -119.1% | -77.6% |
| 3Y | +151.1% | +5.2% | +145.8% | +109.9% |
| 5Y | +162.8% | -65.6% | +228.4% | +118.6% |
| All | +159.1% | -67.6% | +226.7% | +114.7% |
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