+145.0%
OKLO vs ACGL
+197.9%
-52.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.4% |
| 7D | +27.3% | -1.2% | +28.5% | +27.2% |
| 30D | -23.1% | +12.8% | -35.9% | -21.5% |
| 3M | -45.8% | +12.3% | -58.1% | -44.7% |
| 6M | -66.8% | +15.8% | -82.6% | -65.9% |
| YTD | -65.9% | +13.9% | -79.8% | -65.1% |
| 1Y | -78.0% | +19.0% | -97.0% | -77.4% |
| 3Y | +137.4% | +33.7% | +103.7% | +143.6% |
| 5Y | +148.2% | +173.4% | -25.2% | +153.3% |
| All | +145.0% | +197.9% | -52.9% | +147.0% |
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