+159.1%
OKLO vs USFD
+208.3%
-49.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +16.9% | -0.2% | +17.1% | +17.1% |
| 30D | -19.7% | +12.3% | -32.0% | -22.3% |
| 3M | -45.0% | -0.7% | -44.3% | -45.0% |
| 6M | -66.9% | +31.3% | -98.2% | -69.7% |
| YTD | -64.0% | +45.7% | -109.7% | -68.2% |
| 1Y | -75.2% | +52.1% | -127.3% | -78.4% |
| 3Y | +151.1% | +158.2% | -7.2% | +109.9% |
| 5Y | +162.8% | +213.8% | -50.9% | +118.9% |
| All | +159.1% | +208.3% | -49.2% | +117.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling