-42.4%
OKLO vs ALHC
-19.3%
-23.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.4% |
| 7D | +7.7% | -4.1% | +11.8% | +8.1% |
| 30D | -4.3% | -5.4% | +1.1% | -3.9% |
| 3M | -24.6% | -32.1% | +7.5% | -22.1% |
| 6M | -31.1% | -28.5% | -2.6% | -29.7% |
| YTD | -40.7% | -34.0% | -6.7% | -37.3% |
| 1Y | -42.4% | -20.9% | -21.5% | -37.2% |
| All | -42.4% | -19.3% | -23.1% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling