+313.5%
OKLO vs ARES
+156.9%
+156.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.0% |
| 7D | +2.8% | -1.7% | +4.5% | +3.6% |
| 30D | -4.0% | +0.3% | -4.3% | -3.9% |
| 3M | -36.9% | +8.5% | -45.4% | -39.3% |
| 6M | -37.1% | +23.5% | -60.6% | -43.3% |
| YTD | -42.5% | -11.2% | -31.3% | -40.0% |
| 1Y | -40.7% | -19.3% | -21.4% | -35.7% |
| 3Y | +299.1% | +48.7% | +250.5% | +311.2% |
| 5Y | +317.3% | +106.5% | +210.8% | +328.9% |
| All | +313.5% | +156.9% | +156.6% | +318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling