+326.6%
OKLO vs ALHC
-43.6%
+370.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.5% |
| 7D | +7.7% | -4.1% | +11.8% | +8.0% |
| 30D | -4.3% | -5.4% | +1.1% | -4.1% |
| 3M | -24.6% | -32.1% | +7.5% | -23.2% |
| 6M | -31.1% | -28.5% | -2.6% | -30.3% |
| YTD | -40.7% | -34.0% | -6.7% | -39.6% |
| 1Y | -42.4% | -20.9% | -21.5% | -42.0% |
| 3Y | +310.9% | +151.5% | +159.4% | +292.8% |
| 5Y | +332.6% | -28.8% | +361.5% | +313.7% |
| All | +326.6% | -43.6% | +370.2% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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