+160.8%
OKLO vs ALM
+907.8%
-746.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +8.1% | +5.9% | +11.7% |
| 7D | +14.1% | +0.7% | +13.4% | +14.4% |
| 30D | -22.7% | -26.1% | +3.4% | -15.7% |
| 3M | -44.6% | -38.1% | -6.5% | -37.1% |
| 6M | -63.0% | -55.4% | -7.6% | -54.7% |
| YTD | -62.6% | -0.4% | -62.2% | -59.8% |
| 1Y | -76.2% | +25.4% | -101.5% | -75.3% |
| 3Y | +160.8% | +907.8% | -746.9% | +98.7% |
| All | +160.8% | +907.8% | -746.9% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling