+128.4%
OKLO vs USFD
+159.2%
-30.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.2% | +22.8% | +22.8% |
| 7D | -6.7% | +3.0% | -9.7% | -8.8% |
| 30D | -36.0% | +11.1% | -47.1% | -40.6% |
| 3M | -44.2% | -0.3% | -43.9% | -44.4% |
| 6M | -70.4% | +15.9% | -86.3% | -74.0% |
| YTD | -67.2% | +41.6% | -108.8% | -77.0% |
| 1Y | -77.9% | +49.4% | -127.3% | -85.4% |
| 3Y | +128.4% | +157.8% | -29.4% | +14.4% |
| All | +128.4% | +159.2% | -30.8% | +14.4% |
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 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