-80.3%
OKLO vs AVAV
-68.0%
-12.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -8.3% | +2.5% | -1.0% |
| 7D | -18.4% | -10.1% | -8.3% | -13.4% |
| 30D | -38.5% | -18.7% | -19.8% | -30.6% |
| 3M | -48.9% | -33.0% | -15.9% | -35.8% |
| 6M | -67.8% | -37.2% | -30.6% | -59.2% |
| YTD | -69.2% | -53.2% | -16.0% | -58.2% |
| 1Y | -80.3% | -69.0% | -11.3% | -59.0% |
| All | -80.3% | -68.0% | -12.3% | -59.0% |
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