-40.7%
OKLO vs AVAV
-39.1%
-1.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.6% |
| 7D | +2.8% | -2.2% | +5.0% | +4.2% |
| 30D | -4.0% | -13.9% | +9.9% | +4.7% |
| 3M | -36.9% | -29.2% | -7.7% | -23.8% |
| 6M | -37.1% | -36.1% | -1.0% | -20.9% |
| YTD | -42.5% | -40.2% | -2.3% | -28.9% |
| 1Y | -40.7% | -36.2% | -4.5% | +11.3% |
| All | -40.7% | -39.1% | -1.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling