+151.4%
OKLO vs ALM
+365.6%
-214.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.2% | +0.7% | -5.1% |
| 7D | +6.8% | -6.3% | +13.1% | +8.6% |
| 30D | -27.7% | -31.4% | +3.7% | -21.9% |
| 3M | -43.6% | -40.6% | -3.0% | -37.7% |
| 6M | -65.4% | -58.6% | -6.8% | -59.5% |
| YTD | -65.0% | -7.6% | -57.4% | -62.3% |
| 1Y | -77.5% | +13.8% | -91.3% | -76.3% |
| 3Y | +143.6% | +842.1% | -698.5% | +126.7% |
| 5Y | +154.7% | +407.4% | -252.7% | +138.0% |
| All | +151.4% | +365.6% | -214.2% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling