+262.9%
OKLO vs EFX
-28.0%
+290.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.6% | -9.7% | -9.3% |
| 7D | -12.2% | -4.5% | -7.7% | -11.7% |
| 30D | -19.7% | -6.1% | -13.7% | -19.2% |
| 3M | -37.4% | +6.2% | -43.6% | -38.6% |
| 6M | -42.3% | -11.2% | -31.1% | -41.7% |
| YTD | -49.5% | -21.4% | -28.1% | -47.9% |
| 1Y | -54.7% | -34.3% | -20.4% | -51.6% |
| 3Y | +249.6% | -12.5% | +262.1% | +263.0% |
| 5Y | +268.1% | -35.6% | +303.7% | +284.9% |
| All | +262.9% | -28.0% | +290.9% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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