+160.8%
OKLO vs ARMK
+101.3%
+59.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.2% | +9.8% | +11.2% |
| 7D | +14.1% | +0.9% | +13.2% | +14.1% |
| 30D | -22.7% | -0.4% | -22.3% | -22.1% |
| 3M | -44.6% | -2.0% | -42.6% | -43.9% |
| 6M | -63.0% | +22.0% | -84.9% | -67.8% |
| YTD | -62.6% | +49.6% | -112.2% | -71.8% |
| 1Y | -76.2% | +46.4% | -122.5% | -81.8% |
| 3Y | +160.8% | +103.2% | +57.6% | +85.5% |
| All | +160.8% | +101.3% | +59.6% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling