+132.5%
OKLO vs A
+64.5%
+67.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +1.6% | -0.5% | +2.0% | +2.0% |
| 30D | -17.6% | 0.0% | -17.6% | -17.1% |
| 3M | -48.5% | +16.7% | -65.2% | -51.3% |
| 6M | -65.7% | +54.8% | -120.5% | -71.4% |
| YTD | -66.7% | +28.8% | -95.5% | -69.9% |
| 1Y | -76.5% | +19.3% | -95.8% | -78.1% |
| 3Y | +132.5% | +65.5% | +66.9% | +92.0% |
| All | +132.5% | +64.5% | +67.9% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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