-80.3%
OKLO vs ARMK
+41.1%
-121.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.7% | -4.2% |
| 7D | -18.4% | -5.8% | -12.6% | -16.5% |
| 30D | -38.5% | -5.3% | -33.3% | -37.2% |
| 3M | -48.9% | -6.7% | -42.2% | -47.8% |
| 6M | -67.8% | +17.4% | -85.1% | -70.3% |
| YTD | -69.2% | +43.0% | -112.2% | -74.8% |
| 1Y | -80.3% | +40.3% | -120.6% | -83.8% |
| All | -80.3% | +41.1% | -121.4% | -83.8% |
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