+310.9%
OKLO vs USFR
+14.0%
+296.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +7.7% | +0.1% | +7.7% | +7.4% |
| 30D | -4.3% | +0.3% | -4.6% | -5.7% |
| 3M | -24.6% | +1.0% | -25.6% | -29.8% |
| 6M | -31.1% | +1.9% | -33.0% | -42.2% |
| YTD | -40.7% | +2.7% | -43.3% | -54.7% |
| 1Y | -42.4% | +4.0% | -46.4% | -62.6% |
| All | +310.9% | +14.0% | +296.9% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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