+249.6%
OKLO vs ELAN
+99.1%
+150.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.4% | -10.5% | -9.5% |
| 7D | -12.2% | -5.4% | -6.8% | -11.2% |
| 30D | -19.7% | +4.7% | -24.4% | -20.6% |
| 3M | -37.4% | -3.7% | -33.7% | -37.4% |
| 6M | -42.3% | -1.2% | -41.1% | -42.6% |
| YTD | -49.5% | +2.4% | -51.9% | -50.1% |
| 1Y | -54.7% | +23.4% | -78.1% | -56.8% |
| 3Y | +249.6% | +96.7% | +152.9% | +200.7% |
| All | +249.6% | +99.1% | +150.6% | +200.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling