+151.4%
OKLO vs ALLY
-7.8%
+159.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -5.8% |
| 7D | +6.8% | -0.7% | +7.5% | +7.0% |
| 30D | -27.7% | +1.1% | -28.8% | -28.0% |
| 3M | -43.6% | -13.2% | -30.4% | -41.0% |
| 6M | -65.4% | -13.5% | -51.9% | -63.7% |
| YTD | -65.0% | -14.3% | -50.7% | -63.2% |
| 1Y | -77.5% | -1.1% | -76.4% | -77.1% |
| 3Y | +143.6% | +62.0% | +81.6% | +142.6% |
| 5Y | +154.7% | -9.6% | +164.4% | +154.4% |
| All | +151.4% | -7.8% | +159.2% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling