-80.3%
OKLO vs ELAN
+13.9%
-94.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.0% | -8.8% | -6.7% |
| 7D | -18.4% | +11.7% | -30.2% | -21.4% |
| 30D | -38.5% | +12.4% | -50.9% | -40.9% |
| 3M | -48.9% | -1.1% | -47.8% | -48.9% |
| 6M | -67.8% | +12.4% | -80.2% | -69.9% |
| YTD | -69.2% | +11.8% | -81.0% | -70.8% |
| 1Y | -80.3% | +12.5% | -92.8% | -81.2% |
| All | -80.3% | +13.9% | -94.1% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling