+334.0%
OKLO vs ACGL
+161.0%
+173.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.4% | +4.6% |
| 7D | +12.4% | -2.9% | +15.3% | +12.0% |
| 30D | -10.6% | -2.8% | -7.7% | -10.8% |
| 3M | -26.5% | +6.8% | -33.3% | -26.1% |
| 6M | -25.6% | -1.5% | -24.1% | -25.6% |
| YTD | -39.6% | -0.2% | -39.4% | -39.5% |
| 1Y | -38.8% | +5.3% | -44.1% | -38.6% |
| 3Y | +318.1% | +30.3% | +287.8% | +318.8% |
| 5Y | +339.7% | +151.8% | +187.9% | +338.6% |
| All | +334.0% | +161.0% | +173.0% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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