+168.9%
OKLO vs ACGL
+194.8%
-25.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.8% | +13.2% | +14.1% |
| 7D | +14.1% | -1.1% | +15.2% | +14.0% |
| 30D | -22.7% | +13.1% | -35.8% | -21.0% |
| 3M | -44.6% | +9.8% | -54.4% | -43.6% |
| 6M | -63.0% | +15.3% | -78.3% | -62.1% |
| YTD | -62.6% | +12.7% | -75.3% | -61.7% |
| 1Y | -76.2% | +20.7% | -96.9% | -75.6% |
| 3Y | +160.8% | +34.3% | +126.5% | +167.1% |
| 5Y | +172.5% | +170.6% | +1.9% | +177.5% |
| All | +168.9% | +194.8% | -25.9% | +170.6% |
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