+270.1%
OKLO vs AS
+120.4%
+149.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +1.9% |
| 7D | +2.8% | -4.9% | +7.7% | +5.3% |
| 30D | -4.0% | -19.6% | +15.6% | +6.3% |
| 3M | -36.9% | -14.4% | -22.5% | -32.4% |
| 6M | -37.1% | -20.1% | -17.0% | -30.2% |
| YTD | -42.5% | -20.9% | -21.6% | -36.4% |
| 1Y | -40.7% | -21.9% | -18.9% | -34.5% |
| All | +270.1% | +120.4% | +149.8% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling