+262.9%
OKLO vs AKAM
-8.6%
+271.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.3% | -8.9% | -9.1% |
| 7D | -12.2% | +1.5% | -13.7% | -12.7% |
| 30D | -19.7% | -13.0% | -6.7% | -15.5% |
| 3M | -37.4% | -19.4% | -18.0% | -32.8% |
| 6M | -42.3% | +0.3% | -42.6% | -44.4% |
| YTD | -49.5% | +22.4% | -71.9% | -56.1% |
| 1Y | -54.7% | +34.8% | -89.5% | -62.8% |
| 3Y | +249.6% | +1.9% | +247.7% | +226.4% |
| 5Y | +268.1% | -4.6% | +272.7% | +242.2% |
| All | +262.9% | -8.6% | +271.5% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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