-80.3%
OKLO vs ADSK
-10.6%
-69.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.0% | -12.9% | -5.2% |
| 7D | -18.4% | +11.4% | -29.9% | -17.7% |
| 30D | -38.5% | +21.9% | -60.4% | -37.7% |
| 3M | -48.9% | +13.9% | -62.8% | -48.2% |
| 6M | -67.8% | +9.1% | -76.9% | -66.6% |
| YTD | -69.2% | -8.8% | -60.4% | -63.7% |
| 1Y | -80.3% | -10.2% | -70.1% | -76.2% |
| All | -80.3% | -10.6% | -69.6% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling