-40.7%
OKLO vs USFD
+34.2%
-74.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +3.7% |
| 7D | +2.8% | -3.0% | +5.8% | +3.5% |
| 30D | -4.0% | +3.5% | -7.5% | -4.5% |
| 3M | -36.9% | +26.6% | -63.5% | -41.8% |
| 6M | -37.1% | +11.7% | -48.8% | -38.4% |
| YTD | -42.5% | +38.1% | -80.6% | -51.6% |
| 1Y | -40.7% | +33.4% | -74.1% | -46.7% |
| All | -40.7% | +34.2% | -74.9% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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