+318.1%
OKLO vs AVAV
+31.0%
+287.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.9% | +2.1% | +3.5% |
| 7D | +12.4% | +3.2% | +9.2% | +10.7% |
| 30D | -10.6% | -20.3% | +9.8% | -0.2% |
| 3M | -26.5% | -19.4% | -7.1% | -19.8% |
| 6M | -25.6% | -35.3% | +9.6% | -10.8% |
| YTD | -39.6% | -38.5% | -1.2% | -26.5% |
| 1Y | -38.8% | -37.2% | -1.6% | -24.3% |
| 3Y | +318.1% | +31.1% | +286.9% | +342.0% |
| All | +318.1% | +31.0% | +287.1% | +342.0% |
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 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