+151.4%
OKLO vs ABCL
-32.6%
+184.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.2% | -6.4% |
| 7D | +6.8% | +2.3% | +4.5% | +6.7% |
| 30D | -27.7% | -0.7% | -27.0% | -27.4% |
| 3M | -43.6% | +33.4% | -77.0% | -47.1% |
| 6M | -65.4% | +137.8% | -203.2% | -72.5% |
| YTD | -65.0% | +264.3% | -329.4% | -74.6% |
| 1Y | -77.5% | +209.2% | -286.7% | -83.1% |
| 3Y | +143.6% | +208.4% | -64.8% | +71.2% |
| 5Y | +154.7% | -11.9% | +166.6% | +79.2% |
| All | +151.4% | -32.6% | +184.0% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling