+262.9%
OKLO vs AGNC
+25.1%
+237.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.8% | -9.0% |
| 7D | -12.2% | -4.7% | -7.5% | -10.8% |
| 30D | -19.7% | -5.7% | -14.1% | -18.1% |
| 3M | -37.4% | +1.9% | -39.3% | -37.7% |
| 6M | -42.3% | +1.8% | -44.1% | -42.4% |
| YTD | -49.5% | +3.4% | -53.0% | -49.6% |
| 1Y | -54.7% | +13.6% | -68.3% | -55.7% |
| 3Y | +249.6% | +60.4% | +189.2% | +225.8% |
| 5Y | +268.1% | +27.0% | +241.1% | +248.4% |
| All | +262.9% | +25.1% | +237.8% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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