+136.0%
OKLO vs ALB
-36.2%
+172.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +0.9% | +21.8% | +22.4% |
| 7D | -6.7% | +9.1% | -15.8% | -9.1% |
| 30D | -36.0% | -3.4% | -32.6% | -35.5% |
| 3M | -44.2% | -20.6% | -23.6% | -40.8% |
| 6M | -70.4% | -48.2% | -22.3% | -65.0% |
| YTD | -67.2% | -29.2% | -37.9% | -64.2% |
| 1Y | -77.9% | +10.0% | -87.9% | -78.2% |
| 3Y | +128.4% | -12.9% | +141.3% | +123.0% |
| 5Y | +139.1% | -61.3% | +200.4% | +134.6% |
| All | +136.0% | -36.2% | +172.2% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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