+168.9%
OKLO vs AVAV
+32.0%
+136.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +12.6% | +1.4% | +9.5% |
| 7D | +14.1% | +3.2% | +11.0% | +13.6% |
| 30D | -22.7% | -7.4% | -15.2% | -20.2% |
| 3M | -44.6% | -32.0% | -12.6% | -36.9% |
| 6M | -63.0% | -24.6% | -38.4% | -59.7% |
| YTD | -62.6% | -47.5% | -15.1% | -54.5% |
| 1Y | -76.2% | -61.5% | -14.7% | -68.8% |
| 3Y | +160.8% | +5.5% | +155.4% | +200.5% |
| 5Y | +172.5% | +35.7% | +136.7% | +213.8% |
| All | +168.9% | +32.0% | +136.9% | +208.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling