+262.9%
OKLO vs EFV
+102.5%
+160.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.1% | -10.3% | -10.1% |
| 7D | -12.2% | -0.8% | -11.4% | -11.7% |
| 30D | -19.7% | +0.6% | -20.4% | -20.2% |
| 3M | -37.4% | +7.5% | -44.9% | -40.9% |
| 6M | -42.3% | +13.0% | -55.3% | -46.7% |
| YTD | -49.5% | +18.3% | -67.8% | -54.6% |
| 1Y | -54.7% | +26.7% | -81.4% | -60.9% |
| 3Y | +249.6% | +89.6% | +160.0% | +162.2% |
| 5Y | +268.1% | +98.2% | +169.9% | +175.9% |
| All | +262.9% | +102.5% | +160.4% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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