+128.4%
OKLO vs ACGL
+31.5%
+96.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -3.0% | +25.6% | +21.6% |
| 7D | -6.7% | +0.9% | -7.6% | -6.3% |
| 30D | -36.0% | +13.7% | -49.8% | -33.2% |
| 3M | -44.2% | +8.0% | -52.2% | -42.4% |
| 6M | -70.4% | +13.3% | -83.7% | -69.0% |
| YTD | -67.2% | +11.8% | -79.0% | -65.7% |
| 1Y | -77.9% | +22.2% | -100.2% | -77.0% |
| 3Y | +128.4% | +32.5% | +95.9% | +139.4% |
| All | +128.4% | +31.5% | +96.9% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling