+326.6%
OKLO vs ALM
+948.5%
-621.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.0% |
| 7D | +7.7% | +3.6% | +4.1% | +7.0% |
| 30D | -4.3% | +33.8% | -38.1% | -9.5% |
| 3M | -24.6% | +14.8% | -39.4% | -27.0% |
| 6M | -31.1% | -7.0% | -24.1% | -30.9% |
| YTD | -40.7% | +108.1% | -148.7% | -45.3% |
| 1Y | -42.4% | +313.8% | -356.2% | -49.6% |
| 3Y | +310.9% | +2,227.6% | -1,916.7% | +227.1% |
| 5Y | +332.6% | +956.6% | -624.0% | +245.6% |
| All | +326.6% | +948.5% | -621.9% | +240.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling