+284.9%
OKLO vs ELV
-3.1%
+288.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.9% | -11.3% | -5.6% |
| 7D | +0.1% | +0.4% | -0.3% | +0.3% |
| 30D | -15.2% | +6.7% | -21.9% | -14.3% |
| 3M | -26.2% | +3.0% | -29.1% | -25.7% |
| 6M | -35.0% | +48.0% | -83.0% | -31.7% |
| YTD | -44.4% | +20.0% | -64.5% | -43.2% |
| 1Y | -45.9% | +37.9% | -83.8% | -42.9% |
| All | +284.9% | -3.1% | +288.0% | +250.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling