+249.6%
OKLO vs ELF
-29.5%
+279.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -9.5% |
| 7D | -12.2% | -11.6% | -0.6% | -9.5% |
| 30D | -19.7% | +4.6% | -24.4% | -20.8% |
| 3M | -37.4% | +59.7% | -97.1% | -44.5% |
| 6M | -42.3% | +21.2% | -63.5% | -45.5% |
| YTD | -49.5% | +27.4% | -77.0% | -53.4% |
| 1Y | -54.7% | -29.8% | -24.9% | -52.8% |
| 3Y | +249.6% | -28.5% | +278.1% | +252.2% |
| All | +249.6% | -29.5% | +279.1% | +252.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling