+151.4%
OKLO vs ECL
+55.6%
+95.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.5% |
| 7D | +6.8% | +0.4% | +6.4% | +6.8% |
| 30D | -27.7% | +8.6% | -36.3% | -28.8% |
| 3M | -43.6% | +7.9% | -51.5% | -44.4% |
| 6M | -65.4% | +21.0% | -86.4% | -66.8% |
| YTD | -65.0% | +17.5% | -82.6% | -66.3% |
| 1Y | -77.5% | +19.7% | -97.2% | -78.4% |
| 3Y | +143.6% | +77.4% | +66.2% | +131.5% |
| 5Y | +154.7% | +38.7% | +116.0% | +147.6% |
| All | +151.4% | +55.6% | +95.8% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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