+139.7%
OKLO vs ELF
+363.0%
-223.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.9% |
| 7D | +1.6% | +1.6% | 0.0% | +1.3% |
| 30D | -17.6% | +9.1% | -26.7% | -18.7% |
| 3M | -48.5% | +28.2% | -76.7% | -50.8% |
| 6M | -65.7% | +119.5% | -185.2% | -70.4% |
| YTD | -66.7% | +55.2% | -121.8% | -69.6% |
| 1Y | -76.5% | +58.6% | -135.1% | -78.6% |
| 3Y | +132.5% | +21.3% | +111.2% | +122.1% |
| 5Y | +142.8% | +276.2% | -133.4% | +129.9% |
| All | +139.7% | +363.0% | -223.4% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling