+111.2%
OKLO vs AS
+134.9%
-23.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +0.5% | +22.2% | +22.4% |
| 7D | -6.7% | +6.9% | -13.7% | -9.7% |
| 30D | -36.0% | +16.0% | -52.0% | -40.5% |
| 3M | -44.2% | -12.8% | -31.3% | -40.9% |
| 6M | -70.4% | -15.4% | -55.0% | -68.3% |
| YTD | -67.2% | -15.7% | -51.4% | -65.0% |
| 1Y | -77.9% | +6.1% | -84.0% | -78.7% |
| All | +111.2% | +134.9% | -23.6% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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