+151.3%
OKLO vs ARES
+40.9%
+110.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +4.0% |
| 7D | +16.9% | +0.8% | +16.1% | +16.8% |
| 30D | -19.7% | +16.7% | -36.4% | -29.9% |
| 3M | -45.0% | -2.6% | -42.4% | -43.9% |
| 6M | -66.9% | +13.0% | -79.9% | -70.6% |
| YTD | -64.0% | -11.7% | -52.2% | -60.5% |
| 1Y | -75.2% | -6.7% | -68.5% | -74.3% |
| All | +151.3% | +40.9% | +110.5% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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