+145.0%
OKLO vs EIX
+34.3%
+110.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | +27.3% | -1.5% | +28.8% | +27.5% |
| 30D | -23.1% | +8.1% | -31.2% | -23.9% |
| 3M | -45.8% | -12.1% | -33.7% | -45.3% |
| 6M | -66.8% | -13.4% | -53.4% | -66.5% |
| YTD | -65.9% | +5.6% | -71.5% | -66.8% |
| 1Y | -78.0% | +7.8% | -85.8% | -78.6% |
| 3Y | +137.4% | +9.8% | +127.6% | +136.6% |
| 5Y | +148.2% | +18.8% | +129.4% | +147.2% |
| All | +145.0% | +34.3% | +110.7% | +142.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling