+139.7%
OKLO vs FTV
+32.0%
+107.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +1.6% | +3.9% | -2.3% | +0.4% |
| 30D | -17.6% | +18.7% | -36.3% | -21.8% |
| 3M | -48.5% | +10.0% | -58.5% | -50.0% |
| 6M | -65.7% | +14.6% | -80.2% | -67.1% |
| YTD | -66.7% | +23.4% | -90.1% | -69.1% |
| 1Y | -76.5% | +31.3% | -107.8% | -78.7% |
| 3Y | +132.5% | +39.8% | +92.7% | +114.0% |
| 5Y | +142.8% | +17.7% | +125.2% | +124.5% |
| All | +139.7% | +32.0% | +107.7% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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