+168.9%
OKLO vs ALHC
-68.5%
+237.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.0% | +14.9% | +14.0% |
| 7D | +14.1% | +3.9% | +10.3% | +13.8% |
| 30D | -22.7% | -3.6% | -19.0% | -22.5% |
| 3M | -44.6% | -49.4% | +4.8% | -42.6% |
| 6M | -63.0% | -59.5% | -3.5% | -61.4% |
| YTD | -62.6% | -63.2% | +0.6% | -60.8% |
| 1Y | -76.2% | -55.5% | -20.7% | -75.3% |
| 3Y | +160.8% | +23.0% | +137.8% | +156.7% |
| 5Y | +172.5% | -65.7% | +238.2% | +168.6% |
| All | +168.9% | -68.5% | +237.5% | +165.8% |
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