+339.7%
OKLO vs ALHC
-30.5%
+370.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | +12.4% | -1.0% | +13.4% | +12.5% |
| 30D | -10.6% | -6.3% | -4.2% | -10.3% |
| 3M | -26.5% | -12.3% | -14.2% | -26.2% |
| 6M | -25.6% | -27.0% | +1.4% | -24.8% |
| YTD | -39.6% | -31.8% | -7.8% | -38.7% |
| 1Y | -38.8% | -17.0% | -21.7% | -38.4% |
| 3Y | +318.1% | +159.8% | +158.2% | +298.7% |
| 5Y | +339.7% | -25.1% | +364.8% | +318.5% |
| All | +339.7% | -30.5% | +370.2% | +318.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling