+132.5%
OKLO vs ELV
-1.5%
+133.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | +1.6% | +1.0% | +0.6% | +1.8% |
| 30D | -17.6% | +0.4% | -18.0% | -17.4% |
| 3M | -48.5% | +8.4% | -56.9% | -47.7% |
| 6M | -65.7% | +8.4% | -74.1% | -65.0% |
| YTD | -66.7% | +24.4% | -91.0% | -65.7% |
| 1Y | -76.5% | +33.5% | -110.0% | -75.4% |
| 3Y | +132.5% | -2.1% | +134.5% | +108.9% |
| All | +132.5% | -1.5% | +133.9% | +108.9% |
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