+299.6%
OKLO vs AG
+36.8%
+262.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.9% | -1.5% | -4.9% |
| 7D | +0.1% | -5.8% | +5.9% | +1.8% |
| 30D | -15.2% | +6.4% | -21.5% | -16.7% |
| 3M | -26.2% | +28.4% | -54.5% | -31.2% |
| 6M | -35.0% | -24.5% | -10.6% | -30.6% |
| YTD | -44.4% | +21.2% | -65.6% | -46.8% |
| 1Y | -45.9% | +114.1% | -160.0% | -53.8% |
| 3Y | +284.9% | +268.0% | +16.9% | +201.4% |
| 5Y | +305.3% | +67.3% | +238.0% | +218.3% |
| All | +299.6% | +36.8% | +262.8% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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