+318.1%
OKLO vs ECL
+58.2%
+259.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.4% | +5.1% |
| 7D | +12.4% | -0.8% | +13.2% | +12.8% |
| 30D | -10.6% | -2.5% | -8.1% | -9.6% |
| 3M | -26.5% | +8.3% | -34.9% | -30.0% |
| 6M | -25.6% | -1.1% | -24.6% | -26.1% |
| YTD | -39.6% | +6.5% | -46.2% | -42.1% |
| 1Y | -38.8% | +2.1% | -40.8% | -40.3% |
| 3Y | +318.1% | +57.6% | +260.4% | +288.3% |
| All | +318.1% | +58.2% | +259.8% | +288.3% |
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