+262.9%
OKLO vs AIG
+84.0%
+178.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.4% | -9.6% | -9.2% |
| 7D | -12.2% | -1.2% | -11.1% | -12.2% |
| 30D | -19.7% | -1.1% | -18.7% | -19.8% |
| 3M | -37.4% | +0.7% | -38.1% | -37.5% |
| 6M | -42.3% | -2.2% | -40.1% | -42.3% |
| YTD | -49.5% | -10.8% | -38.7% | -49.2% |
| 1Y | -54.7% | -2.0% | -52.7% | -55.0% |
| 3Y | +249.6% | +34.8% | +214.8% | +243.6% |
| 5Y | +268.1% | +55.0% | +213.1% | +258.4% |
| All | +262.9% | +84.0% | +178.9% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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