+136.0%
OKLO vs ABCL
-35.7%
+171.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +6.7% | +15.9% | +21.0% |
| 7D | -6.7% | -3.2% | -3.6% | -5.7% |
| 30D | -36.0% | -7.4% | -28.6% | -34.7% |
| 3M | -44.2% | +81.9% | -126.1% | -52.1% |
| 6M | -70.4% | +135.7% | -206.1% | -76.5% |
| YTD | -67.2% | +247.4% | -314.6% | -75.9% |
| 1Y | -77.9% | +162.3% | -240.2% | -83.0% |
| 3Y | +128.4% | +165.5% | -37.1% | +62.2% |
| 5Y | +139.1% | -21.3% | +160.4% | +69.9% |
| All | +136.0% | -35.7% | +171.7% | +68.9% |
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