+313.5%
OKLO vs USFR
+20.4%
+293.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.5% |
| 7D | +2.8% | +0.1% | +2.8% | +2.6% |
| 30D | -4.0% | +0.3% | -4.3% | -5.1% |
| 3M | -36.9% | +1.0% | -37.9% | -39.9% |
| 6M | -37.1% | +1.9% | -39.1% | -43.8% |
| YTD | -42.5% | +2.6% | -45.1% | -51.1% |
| 1Y | -40.7% | +4.0% | -44.7% | -54.4% |
| 3Y | +299.1% | +14.1% | +285.0% | +121.5% |
| 5Y | +317.3% | +20.4% | +296.9% | +125.4% |
| All | +313.5% | +20.4% | +293.1% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling