+334.0%
OKLO vs ABCL
-38.1%
+372.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +12.4% | +1.4% | +11.0% | +12.0% |
| 30D | -10.6% | +65.1% | -75.6% | -21.5% |
| 3M | -26.5% | +111.1% | -137.6% | -39.8% |
| 6M | -25.6% | +231.6% | -257.2% | -44.8% |
| YTD | -39.6% | +234.5% | -274.1% | -55.3% |
| 1Y | -38.8% | +174.3% | -213.1% | -53.2% |
| 3Y | +318.1% | +111.5% | +206.6% | +199.7% |
| 5Y | +339.7% | -37.3% | +377.0% | +215.8% |
| All | +334.0% | -38.1% | +372.1% | +213.4% |
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