+139.7%
OKLO vs USFR
+21.4%
+118.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.4% |
| 30D | -17.6% | +0.4% | -18.0% | -18.4% |
| 3M | -48.5% | +1.1% | -49.6% | -50.2% |
| 6M | -65.7% | +2.0% | -67.7% | -68.5% |
| YTD | -66.7% | +3.5% | -70.1% | -72.4% |
| 1Y | -76.5% | +4.1% | -80.6% | -81.3% |
| 3Y | +132.5% | +14.4% | +118.1% | +26.0% |
| 5Y | +142.8% | +21.4% | +121.4% | +27.9% |
| All | +139.7% | +21.4% | +118.3% | +26.5% |
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