+326.6%
OKLO vs ALC
-1.6%
+328.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +7.7% | -5.3% | +13.0% | +8.3% |
| 30D | -4.3% | -7.1% | +2.7% | -3.6% |
| 3M | -24.6% | +0.8% | -25.4% | -24.7% |
| 6M | -31.1% | -16.0% | -15.1% | -29.6% |
| YTD | -40.7% | -12.7% | -27.9% | -39.7% |
| 1Y | -42.4% | -12.8% | -29.6% | -41.5% |
| 3Y | +310.9% | -15.8% | +326.8% | +315.5% |
| 5Y | +332.6% | -16.7% | +349.3% | +336.3% |
| All | +326.6% | -1.6% | +328.2% | +328.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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