+139.7%
OKLO vs FSLY
-68.8%
+208.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -1.7% |
| 7D | +1.6% | +4.9% | -3.3% | +0.9% |
| 30D | -17.6% | -33.5% | +15.9% | -13.4% |
| 3M | -48.5% | -44.6% | -3.9% | -45.0% |
| 6M | -65.7% | -9.2% | -56.4% | -65.6% |
| YTD | -66.7% | +63.3% | -129.9% | -70.4% |
| 1Y | -76.5% | +45.3% | -121.7% | -78.8% |
| 3Y | +132.5% | +3.7% | +128.7% | +95.3% |
| 5Y | +142.8% | -67.2% | +210.0% | +103.0% |
| All | +139.7% | -68.8% | +208.5% | +99.6% |
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