+262.9%
OKLO vs AFL
+146.0%
+116.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.7% | -9.9% | -9.1% |
| 7D | -12.2% | -1.6% | -10.6% | -12.4% |
| 30D | -19.7% | -4.0% | -15.7% | -20.1% |
| 3M | -37.4% | -0.5% | -36.9% | -37.5% |
| 6M | -42.3% | +6.5% | -48.8% | -42.2% |
| YTD | -49.5% | +6.2% | -55.7% | -49.5% |
| 1Y | -54.7% | +8.3% | -63.0% | -54.7% |
| 3Y | +249.6% | +62.5% | +187.1% | +248.9% |
| 5Y | +268.1% | +136.2% | +131.9% | +268.4% |
| All | +262.9% | +146.0% | +116.9% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling