+137.6%
OKLO vs AFRM
+195.9%
-58.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.5% | -4.1% |
| 7D | +27.3% | -5.5% | +32.8% | +30.6% |
| 30D | -23.1% | -15.5% | -7.6% | -16.7% |
| 3M | -45.8% | -10.3% | -35.5% | -43.5% |
| 6M | -66.8% | +0.6% | -67.4% | -67.2% |
| YTD | -65.9% | -11.5% | -54.4% | -64.7% |
| 1Y | -78.0% | -16.6% | -61.4% | -76.7% |
| All | +137.6% | +195.9% | -58.3% | +91.0% |
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