+299.5%
OKLO vs AFRM
+235.6%
+63.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.2% | +4.7% |
| 7D | +2.8% | -7.0% | +9.8% | +5.8% |
| 30D | -4.0% | -7.8% | +3.8% | -0.8% |
| 3M | -36.9% | +5.3% | -42.2% | -38.3% |
| 6M | -37.1% | +42.6% | -79.8% | -45.6% |
| YTD | -42.5% | -2.8% | -39.7% | -42.4% |
| 1Y | -40.7% | -19.3% | -21.4% | -36.6% |
| All | +299.5% | +235.6% | +63.9% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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