+139.7%
OKLO vs AG
-7.3%
+147.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.4% |
| 7D | +1.6% | -10.0% | +11.5% | +5.1% |
| 30D | -17.6% | -10.5% | -7.1% | -14.7% |
| 3M | -48.5% | -27.3% | -21.2% | -43.3% |
| 6M | -65.7% | -43.0% | -22.7% | -59.7% |
| YTD | -66.7% | -17.9% | -48.8% | -64.1% |
| 1Y | -76.5% | +11.9% | -88.4% | -76.3% |
| 3Y | +132.5% | +201.8% | -69.4% | +104.5% |
| 5Y | +142.8% | -0.1% | +142.9% | +114.9% |
| All | +139.7% | -7.3% | +147.0% | +113.5% |
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