+310.9%
OKLO vs AEM
+344.0%
-33.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +7.7% | +3.0% | +4.7% | +5.2% |
| 30D | -4.3% | +12.5% | -16.8% | -12.6% |
| 3M | -24.6% | +26.9% | -51.6% | -37.1% |
| 6M | -31.1% | -9.4% | -21.6% | -27.1% |
| YTD | -40.7% | +20.3% | -60.9% | -48.0% |
| 1Y | -42.4% | +33.8% | -76.2% | -52.0% |
| All | +310.9% | +344.0% | -33.1% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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