+160.8%
OKLO vs AG
+232.7%
-71.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.7% | +9.3% | +11.8% |
| 7D | +14.1% | +10.8% | +3.3% | +8.9% |
| 30D | -22.7% | -8.2% | -14.5% | -19.5% |
| 3M | -44.6% | -13.7% | -30.9% | -40.9% |
| 6M | -63.0% | -27.3% | -35.7% | -57.5% |
| YTD | -62.6% | -4.6% | -58.0% | -62.0% |
| 1Y | -76.2% | +39.4% | -115.5% | -79.1% |
| 3Y | +160.8% | +244.1% | -83.3% | +77.4% |
| All | +160.8% | +232.7% | -71.8% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling