+160.8%
OKLO vs ECL
+78.6%
+82.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.0% | +12.0% | +13.1% |
| 7D | +14.1% | -0.5% | +14.6% | +14.4% |
| 30D | -22.7% | +8.8% | -31.5% | -25.5% |
| 3M | -44.6% | +7.8% | -52.4% | -46.4% |
| 6M | -63.0% | +21.3% | -84.3% | -66.7% |
| YTD | -62.6% | +17.8% | -80.4% | -65.8% |
| 1Y | -76.2% | +21.1% | -97.2% | -78.6% |
| 3Y | +160.8% | +80.1% | +80.8% | +130.9% |
| All | +160.8% | +78.6% | +82.2% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling