+160.8%
OKLO vs ALHC
+16.3%
+144.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.0% | +14.9% | +14.1% |
| 7D | +14.1% | +3.9% | +10.3% | +13.6% |
| 30D | -22.7% | -3.6% | -19.0% | -22.4% |
| 3M | -44.6% | -49.4% | +4.8% | -40.9% |
| 6M | -63.0% | -59.5% | -3.5% | -59.9% |
| YTD | -62.6% | -63.2% | +0.6% | -59.1% |
| 1Y | -76.2% | -55.5% | -20.7% | -74.5% |
| 3Y | +160.8% | +23.0% | +137.8% | +131.4% |
| All | +160.8% | +16.3% | +144.5% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling