+132.5%
OKLO vs ALLY
+65.3%
+67.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.8% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | -17.6% | +5.2% | -22.9% | -21.0% |
| 3M | -48.5% | -13.3% | -35.2% | -42.9% |
| 6M | -65.7% | -6.7% | -59.0% | -63.9% |
| YTD | -66.7% | -12.8% | -53.8% | -63.1% |
| 1Y | -76.5% | +0.7% | -77.1% | -76.4% |
| 3Y | +132.5% | +65.2% | +67.2% | +121.1% |
| All | +132.5% | +65.3% | +67.1% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling