+313.5%
OKLO vs ELF
+330.4%
-16.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.2% |
| 7D | +2.8% | +5.4% | -2.5% | +1.8% |
| 30D | -4.0% | +27.0% | -31.0% | -8.1% |
| 3M | -36.9% | +113.2% | -150.1% | -45.2% |
| 6M | -37.1% | +36.6% | -73.7% | -41.2% |
| YTD | -42.5% | +44.2% | -86.7% | -46.9% |
| 1Y | -40.7% | -18.0% | -22.7% | -40.8% |
| 3Y | +299.1% | -19.9% | +319.1% | +287.0% |
| 5Y | +317.3% | +257.7% | +59.6% | +299.2% |
| All | +313.5% | +330.4% | -16.9% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling