-40.7%
OKLO vs ALM
+318.3%
-359.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.3% |
| 7D | +2.8% | -2.6% | +5.4% | +4.1% |
| 30D | -4.0% | +32.0% | -36.0% | -16.7% |
| 3M | -36.9% | -15.0% | -21.8% | -34.0% |
| 6M | -37.1% | -10.1% | -27.0% | -36.5% |
| YTD | -42.5% | +99.4% | -141.9% | -57.4% |
| 1Y | -40.7% | +316.4% | -357.1% | -66.8% |
| All | -40.7% | +318.3% | -359.0% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling