+318.1%
OKLO vs EIX
0.0%
+318.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.5% | +0.4% | +4.2% |
| 7D | +12.4% | +0.9% | +11.5% | +12.2% |
| 30D | -10.6% | -13.5% | +3.0% | -9.0% |
| 3M | -26.5% | -15.3% | -11.3% | -25.1% |
| 6M | -25.6% | -15.3% | -10.3% | -24.4% |
| YTD | -39.6% | +2.7% | -42.4% | -41.9% |
| 1Y | -38.8% | +17.4% | -56.2% | -43.8% |
| 3Y | +318.1% | -1.3% | +319.4% | +333.4% |
| All | +318.1% | 0.0% | +318.1% | +333.4% |
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