+318.1%
OKLO vs ALC
-15.5%
+333.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.3% |
| 7D | +12.4% | -3.7% | +16.1% | +13.1% |
| 30D | -10.6% | -3.7% | -6.8% | -10.0% |
| 3M | -26.5% | +4.6% | -31.1% | -27.2% |
| 6M | -25.6% | -14.6% | -11.1% | -22.8% |
| YTD | -39.6% | -11.9% | -27.8% | -37.8% |
| 1Y | -38.8% | -13.1% | -25.6% | -36.7% |
| 3Y | +318.1% | -15.0% | +333.0% | +311.6% |
| All | +318.1% | -15.5% | +333.6% | +311.6% |
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