+313.5%
OKLO vs AG
+42.4%
+271.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.2% |
| 7D | +2.8% | +1.0% | +1.8% | +2.5% |
| 30D | -4.0% | +19.2% | -23.2% | -8.7% |
| 3M | -36.9% | +6.2% | -43.0% | -38.1% |
| 6M | -37.1% | -26.7% | -10.5% | -32.6% |
| YTD | -42.5% | +26.1% | -68.6% | -45.6% |
| 1Y | -40.7% | +131.7% | -172.4% | -50.3% |
| 3Y | +299.1% | +255.3% | +43.8% | +209.0% |
| 5Y | +317.3% | +61.9% | +255.3% | +225.2% |
| All | +313.5% | +42.4% | +271.1% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling