-80.3%
OKLO vs ABCL
+138.2%
-218.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.7% | -6.2% |
| 7D | -18.4% | -10.0% | -8.5% | -14.9% |
| 30D | -38.5% | -10.9% | -27.6% | -35.9% |
| 3M | -48.9% | +101.6% | -150.6% | -65.0% |
| 6M | -67.8% | +167.5% | -235.3% | -82.9% |
| YTD | -69.2% | +259.1% | -328.2% | -87.2% |
| 1Y | -80.3% | +152.2% | -232.4% | -90.8% |
| All | -80.3% | +138.2% | -218.5% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling