+141.4%
OKLO vs AKAM
-21.8%
+163.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.6% |
| 7D | +1.6% | +2.8% | -1.2% | +0.1% |
| 30D | -17.6% | -6.9% | -10.8% | -15.0% |
| 3M | -48.5% | -31.8% | -16.7% | -40.1% |
| 6M | -65.7% | -47.0% | -18.7% | -56.2% |
| YTD | -66.7% | -2.1% | -64.5% | -68.4% |
| 1Y | -76.5% | -3.7% | -72.8% | -77.6% |
| 3Y | +132.5% | -23.0% | +155.5% | +137.9% |
| All | +141.4% | -21.8% | +163.2% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling