+160.8%
OKLO vs ALC
+2.4%
+158.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.3% | +13.7% | +13.9% |
| 7D | +14.1% | +2.1% | +12.1% | +13.7% |
| 30D | -22.7% | +17.2% | -39.9% | -24.6% |
| 3M | -44.6% | +4.6% | -49.2% | -44.9% |
| 6M | -63.0% | +20.1% | -83.1% | -64.3% |
| YTD | -62.6% | -4.2% | -58.4% | -61.9% |
| 1Y | -76.2% | +2.1% | -78.3% | -76.2% |
| 3Y | +160.8% | +4.5% | +156.4% | +150.9% |
| All | +160.8% | +2.4% | +158.5% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling