+128.4%
OKLO vs ALLY
+54.4%
+74.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.7% | +24.4% | +23.9% |
| 7D | -6.7% | +0.9% | -7.7% | -7.9% |
| 30D | -36.0% | +3.1% | -39.1% | -37.8% |
| 3M | -44.2% | -12.6% | -31.6% | -38.7% |
| 6M | -70.4% | -12.4% | -58.0% | -67.6% |
| YTD | -67.2% | -13.2% | -54.0% | -63.7% |
| 1Y | -77.9% | +1.8% | -79.8% | -78.0% |
| 3Y | +128.4% | +58.0% | +70.5% | +116.6% |
| All | +128.4% | +54.4% | +74.1% | +116.6% |
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