+249.6%
OKLO vs ADSK
-3.2%
+252.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.3% |
| 7D | -12.2% | -2.5% | -9.7% | -11.5% |
| 30D | -19.7% | -14.9% | -4.9% | -14.7% |
| 3M | -37.4% | +3.3% | -40.7% | -40.4% |
| 6M | -42.3% | -15.7% | -26.6% | -39.6% |
| YTD | -49.5% | -28.2% | -21.3% | -41.0% |
| 1Y | -54.7% | -34.5% | -20.2% | -42.9% |
| 3Y | +249.6% | -2.9% | +252.5% | +272.6% |
| All | +249.6% | -3.2% | +252.8% | +272.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling