-40.7%
OKLO vs ARMK
+47.4%
-88.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.9% |
| 7D | +2.8% | -2.4% | +5.2% | +3.7% |
| 30D | -4.0% | 0.0% | -4.0% | -4.1% |
| 3M | -36.9% | +6.7% | -43.5% | -38.4% |
| 6M | -37.1% | +38.8% | -76.0% | -45.1% |
| YTD | -42.5% | +55.2% | -97.7% | -52.2% |
| 1Y | -40.7% | +46.6% | -87.3% | -47.6% |
| All | -40.7% | +47.4% | -88.1% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling