+151.3%
OKLO vs EIX
+10.1%
+141.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.1% |
| 7D | +16.9% | -2.5% | +19.4% | +17.4% |
| 30D | -19.7% | +7.7% | -27.4% | -20.9% |
| 3M | -45.0% | -12.9% | -32.1% | -44.1% |
| 6M | -66.9% | -12.7% | -54.2% | -66.5% |
| YTD | -64.0% | +5.5% | -69.4% | -65.6% |
| 1Y | -75.2% | +9.4% | -84.6% | -76.6% |
| All | +151.3% | +10.1% | +141.2% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling