-80.3%
OKLO vs ELV
+42.6%
-122.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.8% | -5.9% |
| 7D | -18.4% | +4.8% | -23.2% | -18.5% |
| 30D | -38.5% | +10.1% | -48.6% | -38.7% |
| 3M | -48.9% | +15.4% | -64.3% | -49.5% |
| 6M | -67.8% | +17.7% | -85.5% | -68.6% |
| YTD | -69.2% | +25.7% | -94.8% | -72.0% |
| 1Y | -80.3% | +39.9% | -120.1% | -82.8% |
| All | -80.3% | +42.6% | -122.9% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling