+313.5%
OKLO vs ABCL
-38.2%
+351.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.9% |
| 7D | +2.8% | +0.7% | +2.1% | +2.7% |
| 30D | -4.0% | +93.1% | -97.1% | -19.0% |
| 3M | -36.9% | +79.4% | -116.3% | -46.2% |
| 6M | -37.1% | +214.9% | -252.0% | -52.8% |
| YTD | -42.5% | +234.2% | -276.7% | -57.4% |
| 1Y | -40.7% | +174.8% | -215.5% | -54.7% |
| 3Y | +299.1% | +104.5% | +194.7% | +186.2% |
| 5Y | +317.3% | -39.0% | +356.3% | +199.9% |
| All | +313.5% | -38.2% | +351.7% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling