+139.7%
OKLO vs EFV
+98.7%
+41.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.5% |
| 7D | +1.6% | +2.5% | -1.0% | -0.4% |
| 30D | -17.6% | +2.9% | -20.5% | -19.7% |
| 3M | -48.5% | -1.4% | -47.1% | -47.7% |
| 6M | -65.7% | +5.5% | -71.2% | -66.8% |
| YTD | -66.7% | +16.1% | -82.7% | -69.4% |
| 1Y | -76.5% | +20.3% | -96.7% | -78.9% |
| 3Y | +132.5% | +90.4% | +42.0% | +77.8% |
| 5Y | +142.8% | +93.5% | +49.4% | +85.8% |
| All | +139.7% | +98.7% | +41.0% | +82.2% |
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