-5.9%
OKLO vs ADVB
-95.9%
+90.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +42.7% | -48.1% | -6.6% |
| 7D | +27.3% | +74.2% | -46.9% | +24.9% |
| 30D | -23.1% | -35.9% | +12.8% | -22.8% |
| 3M | -45.8% | -56.4% | +10.6% | -45.3% |
| 6M | -66.8% | -36.7% | -30.1% | -68.0% |
| YTD | -65.9% | -43.3% | -22.6% | -67.5% |
| 1Y | -78.0% | -63.4% | -14.6% | -78.3% |
| All | -5.9% | -95.9% | +90.0% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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