+195.0%
ETN vs OKLO
+298.8%
-103.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.9% | -0.7% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -10.9% | -15.2% | +4.3% | -9.4% |
| 3M | +9.2% | -26.2% | +35.4% | +12.3% |
| 6M | +13.9% | -35.0% | +48.9% | +17.8% |
| YTD | +29.5% | -44.4% | +74.0% | +34.9% |
| 1Y | +14.2% | -45.9% | +60.1% | +17.6% |
| 3Y | +79.9% | +284.9% | -205.1% | +46.6% |
| 5Y | +175.7% | +305.3% | -129.6% | +122.5% |
| All | +195.0% | +298.8% | -103.8% | +141.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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