+212.8%
EWY vs OKLO
+284.9%
-72.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.3% | +2.1% | -3.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.3% | -15.2% | +24.5% | +11.0% |
| 3M | +2.4% | -26.2% | +28.6% | +5.2% |
| 6M | +40.3% | -35.0% | +75.3% | +45.1% |
| YTD | +88.0% | -44.4% | +132.4% | +95.7% |
| 1Y | +143.8% | -45.9% | +189.7% | +152.0% |
| All | +212.8% | +284.9% | -72.2% | +177.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling