+132.5%
OKLO vs AIG
+39.5%
+92.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.1% |
| 7D | +1.6% | +6.6% | -5.0% | +2.1% |
| 30D | -17.6% | +7.0% | -24.6% | -17.3% |
| 3M | -48.5% | +9.7% | -58.2% | -48.3% |
| 6M | -65.7% | +10.8% | -76.5% | -65.6% |
| YTD | -66.7% | -1.3% | -65.4% | -65.9% |
| 1Y | -76.5% | +8.4% | -84.8% | -76.7% |
| 3Y | +132.5% | +39.0% | +93.5% | +116.6% |
| All | +132.5% | +39.5% | +92.9% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling