+136.0%
OKLO vs USFD
+199.6%
-63.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.2% | +22.8% | +22.7% |
| 7D | -6.7% | +3.0% | -9.7% | -7.6% |
| 30D | -36.0% | +11.1% | -47.1% | -38.0% |
| 3M | -44.2% | -0.3% | -43.9% | -44.2% |
| 6M | -70.4% | +15.9% | -86.3% | -71.8% |
| YTD | -67.2% | +41.6% | -108.8% | -70.8% |
| 1Y | -77.9% | +49.4% | -127.3% | -80.7% |
| 3Y | +128.4% | +157.8% | -29.4% | +92.3% |
| 5Y | +139.1% | +176.6% | -37.5% | +99.6% |
| All | +136.0% | +199.6% | -63.7% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling