+313.5%
OKLO vs AKAM
-9.9%
+323.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.0% |
| 7D | +2.8% | -2.1% | +4.9% | +3.6% |
| 30D | -4.0% | -13.9% | +9.9% | +0.7% |
| 3M | -36.9% | -33.8% | -3.1% | -26.9% |
| 6M | -37.1% | +2.2% | -39.3% | -39.9% |
| YTD | -42.5% | +20.6% | -63.1% | -49.7% |
| 1Y | -40.7% | +36.3% | -77.0% | -51.6% |
| 3Y | +299.1% | -0.1% | +299.3% | +274.7% |
| 5Y | +317.3% | -7.5% | +324.8% | +290.0% |
| All | +313.5% | -9.9% | +323.5% | +286.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling