+262.9%
OKLO vs ELV
+17.1%
+245.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +5.5% | -20.4% | -14.4% |
| 7D | -12.2% | +2.8% | -15.0% | -11.9% |
| 30D | -19.7% | +4.9% | -24.6% | -19.2% |
| 3M | -37.4% | +4.9% | -42.3% | -37.0% |
| 6M | -42.3% | +45.1% | -87.4% | -40.5% |
| YTD | -49.5% | +20.7% | -70.2% | -48.8% |
| 1Y | -54.7% | +35.0% | -89.7% | -53.4% |
| 3Y | +249.6% | -2.4% | +252.0% | +245.3% |
| 5Y | +268.1% | +25.5% | +242.6% | +262.8% |
| All | +262.9% | +17.1% | +245.9% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling