+334.0%
OKLO vs EFV
+102.8%
+231.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.5% |
| 7D | +12.4% | +1.0% | +11.4% | +11.4% |
| 30D | -10.6% | +0.2% | -10.7% | -10.6% |
| 3M | -26.5% | +9.6% | -36.1% | -31.6% |
| 6M | -25.6% | +14.0% | -39.7% | -31.7% |
| YTD | -39.6% | +18.5% | -58.1% | -45.8% |
| 1Y | -38.8% | +27.9% | -66.7% | -47.4% |
| 3Y | +318.1% | +92.4% | +225.6% | +213.4% |
| 5Y | +339.7% | +97.2% | +242.5% | +229.9% |
| All | +334.0% | +102.8% | +231.2% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling