+310.9%
OKLO vs EL
-32.9%
+343.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.0% |
| 7D | +7.7% | -2.4% | +10.1% | +8.4% |
| 30D | -4.3% | +13.7% | -18.0% | -7.6% |
| 3M | -24.6% | +14.5% | -39.1% | -27.3% |
| 6M | -31.1% | +7.4% | -38.5% | -33.2% |
| YTD | -40.7% | -4.7% | -36.0% | -41.2% |
| 1Y | -42.4% | +12.9% | -55.4% | -44.7% |
| All | +310.9% | -32.9% | +343.8% | +264.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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