+326.6%
OKLO vs ARMK
+138.8%
+187.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +7.7% | +0.3% | +7.4% | +7.6% |
| 30D | -4.3% | +2.4% | -6.7% | -5.0% |
| 3M | -24.6% | +6.1% | -30.7% | -26.0% |
| 6M | -31.1% | +41.8% | -72.9% | -38.0% |
| YTD | -40.7% | +55.5% | -96.2% | -48.1% |
| 1Y | -42.4% | +49.6% | -92.0% | -49.2% |
| 3Y | +310.9% | +122.8% | +188.1% | +252.0% |
| 5Y | +332.6% | +151.0% | +181.6% | +268.3% |
| All | +326.6% | +138.8% | +187.7% | +264.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling