+299.6%
OKLO vs ELF
+275.8%
+23.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.3% | -2.0% | -5.5% |
| 7D | +0.1% | -10.8% | +10.9% | +2.2% |
| 30D | -15.2% | +0.8% | -16.0% | -15.4% |
| 3M | -26.2% | +64.8% | -90.9% | -32.7% |
| 6M | -35.0% | +19.0% | -54.0% | -37.5% |
| YTD | -44.4% | +25.9% | -70.4% | -47.4% |
| 1Y | -45.9% | -28.8% | -17.2% | -44.6% |
| 3Y | +284.9% | -29.6% | +314.6% | +282.7% |
| 5Y | +305.3% | +216.2% | +89.0% | +297.0% |
| All | +299.6% | +275.8% | +23.8% | +286.1% |
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