+66.8%
OKLO vs ADVB
-88.8%
+155.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.8% | +8.7% | +5.0% |
| 7D | +12.4% | -14.0% | +26.4% | +12.7% |
| 30D | -10.6% | +41.0% | -51.5% | -11.2% |
| 3M | -26.5% | +127.9% | -154.4% | -31.1% |
| 6M | -25.6% | +101.3% | -127.0% | -32.0% |
| YTD | -39.6% | +53.8% | -93.4% | -43.1% |
| 1Y | -38.8% | +4.4% | -43.2% | -42.9% |
| All | +66.8% | -88.8% | +155.5% | +167.6% |
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