+139.7%
OKLO vs EFX
-19.9%
+159.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | +1.6% | -0.8% | +2.3% | +1.7% |
| 30D | -17.6% | +25.1% | -42.7% | -20.4% |
| 3M | -48.5% | +1.7% | -50.2% | -48.9% |
| 6M | -65.7% | +18.4% | -84.0% | -66.9% |
| YTD | -66.7% | -12.5% | -54.2% | -66.2% |
| 1Y | -76.5% | -8.1% | -68.4% | -76.4% |
| 3Y | +132.5% | +4.8% | +127.7% | +136.8% |
| 5Y | +142.8% | -30.1% | +173.0% | +149.6% |
| All | +139.7% | -19.9% | +159.6% | +143.1% |
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