+132.5%
OKLO vs ALK
+13.2%
+119.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.3% |
| 7D | +1.6% | -1.2% | +2.8% | +2.6% |
| 30D | -17.6% | +7.7% | -25.3% | -21.5% |
| 3M | -48.5% | -19.0% | -29.5% | -42.2% |
| 6M | -65.7% | -0.2% | -65.5% | -66.1% |
| YTD | -66.7% | -23.5% | -43.2% | -62.1% |
| 1Y | -76.5% | -9.1% | -67.3% | -75.4% |
| 3Y | +132.5% | +12.0% | +120.4% | +140.7% |
| All | +132.5% | +13.2% | +119.3% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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