+136.0%
OKLO vs AVAV
+17.2%
+118.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +10.5% | +12.2% | +19.0% |
| 7D | -6.7% | -10.6% | +3.9% | -2.5% |
| 30D | -36.0% | -18.8% | -17.2% | -31.0% |
| 3M | -44.2% | -34.1% | -10.1% | -35.5% |
| 6M | -70.4% | -35.3% | -35.1% | -66.1% |
| YTD | -67.2% | -53.4% | -13.8% | -58.5% |
| 1Y | -77.9% | -65.6% | -12.3% | -70.0% |
| 3Y | +128.4% | -5.1% | +133.5% | +174.0% |
| 5Y | +139.1% | +18.5% | +120.6% | +186.7% |
| All | +136.0% | +17.2% | +118.7% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling