+137.6%
OKLO vs ABCL
+189.1%
-51.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -4.4% |
| 7D | +27.3% | +4.4% | +22.9% | +25.9% |
| 30D | -23.1% | -7.9% | -15.2% | -20.4% |
| 3M | -45.8% | +12.2% | -58.0% | -48.2% |
| 6M | -66.8% | +134.7% | -201.5% | -77.6% |
| YTD | -65.9% | +239.8% | -305.7% | -80.1% |
| 1Y | -78.0% | +192.7% | -270.7% | -86.4% |
| All | +137.6% | +189.1% | -51.4% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling