-44.2%
OKLO vs USFD
+1.3%
-45.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.2% | +22.8% | +22.7% |
| 7D | -6.7% | +3.0% | -9.7% | -5.9% |
| 30D | -36.0% | +11.1% | -47.1% | -37.9% |
| 3M | -44.2% | -0.3% | -43.9% | -39.6% |
| All | -44.2% | +1.3% | -45.5% | -39.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling