+168.9%
OKLO vs ALLY
-5.7%
+174.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.9% | +13.0% | +13.7% |
| 7D | +14.1% | -0.2% | +14.3% | +14.1% |
| 30D | -22.7% | +3.4% | -26.1% | -23.6% |
| 3M | -44.6% | -11.1% | -33.5% | -42.5% |
| 6M | -63.0% | -11.5% | -51.5% | -61.5% |
| YTD | -62.6% | -12.3% | -50.3% | -60.9% |
| 1Y | -76.2% | +1.1% | -77.3% | -76.0% |
| 3Y | +160.8% | +64.8% | +96.0% | +157.7% |
| 5Y | +172.5% | -6.9% | +179.4% | +170.0% |
| All | +168.9% | -5.7% | +174.6% | +164.7% |
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