+313.5%
OKLO vs AEM
+272.5%
+41.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.7% | +4.1% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -4.0% | +24.0% | -28.0% | -12.3% |
| 3M | -36.9% | +16.1% | -53.0% | -40.8% |
| 6M | -37.1% | -11.6% | -25.5% | -34.8% |
| YTD | -42.5% | +21.5% | -64.0% | -46.0% |
| 1Y | -40.7% | +39.2% | -79.9% | -45.7% |
| 3Y | +299.1% | +347.4% | -48.3% | +219.3% |
| 5Y | +317.3% | +290.1% | +27.1% | +234.2% |
| All | +313.5% | +272.5% | +41.0% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling