+299.6%
OKLO vs EIX
+25.0%
+274.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -6.2% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | -15.2% | -18.8% | +3.6% | -13.4% |
| 3M | -26.2% | -19.7% | -6.5% | -24.6% |
| 6M | -35.0% | -18.2% | -16.8% | -34.0% |
| YTD | -44.4% | -1.7% | -42.7% | -45.2% |
| 1Y | -45.9% | +7.8% | -53.7% | -47.7% |
| 3Y | +284.9% | -5.6% | +290.6% | +287.8% |
| 5Y | +305.3% | +23.7% | +281.6% | +306.4% |
| All | +299.6% | +25.0% | +274.6% | +300.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EIX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling