+316.9%
OKLO vs ARMK
+144.6%
+172.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.9% |
| 7D | +2.8% | -2.4% | +5.2% | +3.5% |
| 30D | -4.0% | 0.0% | -4.0% | -4.1% |
| 3M | -36.9% | +6.7% | -43.5% | -38.2% |
| 6M | -37.1% | +38.8% | -76.0% | -43.3% |
| YTD | -42.5% | +55.2% | -97.7% | -49.9% |
| 1Y | -40.7% | +46.6% | -87.3% | -47.5% |
| 3Y | +299.1% | +112.9% | +186.2% | +241.1% |
| All | +316.9% | +144.6% | +172.3% | +254.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling