+136.0%
OKLO vs ALK
-31.1%
+167.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +0.6% | +22.0% | +22.4% |
| 7D | -6.7% | +9.0% | -15.8% | -10.3% |
| 30D | -36.0% | -1.6% | -34.4% | -35.8% |
| 3M | -44.2% | -23.2% | -21.0% | -38.5% |
| 6M | -70.4% | -3.9% | -66.5% | -70.2% |
| YTD | -67.2% | -22.6% | -44.6% | -64.4% |
| 1Y | -77.9% | -5.3% | -72.6% | -77.3% |
| 3Y | +128.4% | +18.6% | +109.8% | +140.7% |
| 5Y | +139.1% | -34.4% | +173.5% | +151.9% |
| All | +136.0% | -31.1% | +167.1% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling