+132.5%
OKLO vs AVAV
-3.9%
+136.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -0.7% |
| 7D | +1.6% | +4.2% | -2.7% | -0.3% |
| 30D | -17.6% | -2.6% | -15.1% | -15.8% |
| 3M | -48.5% | -38.0% | -10.5% | -34.1% |
| 6M | -65.7% | -27.0% | -38.7% | -60.6% |
| YTD | -66.7% | -51.4% | -15.3% | -53.7% |
| 1Y | -76.5% | -60.2% | -16.2% | -64.1% |
| 3Y | +132.5% | -6.7% | +139.1% | +176.1% |
| All | +132.5% | -3.9% | +136.3% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling