+132.5%
OKLO vs USFD
+156.3%
-23.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +1.6% | +1.7% | -0.1% | +0.8% |
| 30D | -17.6% | +10.2% | -27.8% | -22.9% |
| 3M | -48.5% | -1.5% | -47.0% | -48.2% |
| 6M | -65.7% | +27.3% | -93.0% | -72.0% |
| YTD | -66.7% | +44.0% | -110.7% | -76.9% |
| 1Y | -76.5% | +50.4% | -126.8% | -84.5% |
| 3Y | +132.5% | +153.6% | -21.1% | +14.3% |
| All | +132.5% | +156.3% | -23.8% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling