+313.5%
OKLO vs AFRM
+18.0%
+295.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.2% | +4.0% |
| 7D | +2.8% | -7.0% | +9.8% | +3.9% |
| 30D | -4.0% | -7.8% | +3.8% | -2.8% |
| 3M | -36.9% | +5.3% | -42.2% | -37.3% |
| 6M | -37.1% | +42.6% | -79.8% | -40.1% |
| YTD | -42.5% | -2.8% | -39.7% | -42.3% |
| 1Y | -40.7% | -19.3% | -21.4% | -39.2% |
| 3Y | +299.1% | +231.0% | +68.2% | +279.5% |
| 5Y | +317.3% | -22.2% | +339.5% | +298.2% |
| All | +313.5% | +18.0% | +295.5% | +292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling