+313.5%
OKLO vs AVAV
+50.4%
+263.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.2% |
| 7D | +2.8% | -2.2% | +5.0% | +3.6% |
| 30D | -4.0% | -13.9% | +9.9% | +0.9% |
| 3M | -36.9% | -29.2% | -7.7% | -30.1% |
| 6M | -37.1% | -36.1% | -1.0% | -28.9% |
| YTD | -42.5% | -40.2% | -2.3% | -33.4% |
| 1Y | -40.7% | -36.2% | -4.5% | -31.0% |
| 3Y | +299.1% | +47.5% | +251.6% | +337.9% |
| 5Y | +317.3% | +39.3% | +278.0% | +358.9% |
| All | +313.5% | +50.4% | +263.1% | +352.0% |
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 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