+168.9%
OKLO vs USFD
+208.8%
-39.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +3.1% | +10.9% | +13.1% |
| 7D | +14.1% | +3.9% | +10.2% | +12.9% |
| 30D | -22.7% | +12.8% | -35.5% | -25.2% |
| 3M | -44.6% | +1.0% | -45.5% | -44.8% |
| 6M | -63.0% | +30.3% | -93.2% | -66.0% |
| YTD | -62.6% | +46.0% | -108.6% | -67.0% |
| 1Y | -76.2% | +49.6% | -125.8% | -79.1% |
| 3Y | +160.8% | +166.3% | -5.4% | +118.0% |
| 5Y | +172.5% | +208.4% | -35.9% | +126.7% |
| All | +168.9% | +208.8% | -39.9% | +125.4% |
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