+284.9%
OKLO vs EFV
+88.2%
+196.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.0% | -5.8% |
| 7D | +0.1% | -2.0% | +2.1% | +3.8% |
| 30D | -15.2% | -0.2% | -15.0% | -14.8% |
| 3M | -26.2% | +9.1% | -35.3% | -36.1% |
| 6M | -35.0% | +11.7% | -46.7% | -44.1% |
| YTD | -44.4% | +17.0% | -61.5% | -55.5% |
| 1Y | -45.9% | +26.7% | -72.6% | -61.4% |
| All | +284.9% | +88.2% | +196.8% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling