+313.5%
OKLO vs EFX
-24.6%
+338.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.4% | +10.0% | +4.5% |
| 7D | +2.8% | -8.6% | +11.5% | +4.1% |
| 30D | -4.0% | +0.1% | -4.1% | -4.1% |
| 3M | -36.9% | +3.8% | -40.7% | -37.8% |
| 6M | -37.1% | -13.5% | -23.6% | -36.0% |
| YTD | -42.5% | -17.7% | -24.8% | -41.0% |
| 1Y | -40.7% | -25.6% | -15.1% | -38.3% |
| 3Y | +299.1% | -12.1% | +311.2% | +312.1% |
| 5Y | +317.3% | -33.8% | +351.1% | +334.7% |
| All | +313.5% | -24.6% | +338.1% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling