+249.6%
OKLO vs AGG
+12.5%
+237.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.1% | -9.1% | -9.1% |
| 7D | -12.2% | -1.1% | -11.2% | -10.9% |
| 30D | -19.7% | -1.1% | -18.6% | -18.3% |
| 3M | -37.4% | -1.9% | -35.5% | -35.6% |
| 6M | -42.3% | -1.7% | -40.6% | -40.7% |
| YTD | -49.5% | -1.3% | -48.2% | -48.2% |
| 1Y | -54.7% | -0.7% | -54.0% | -53.6% |
| 3Y | +249.6% | +12.5% | +237.1% | +237.4% |
| All | +249.6% | +12.5% | +237.1% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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