+334.0%
OKLO vs ELV
+12.4%
+321.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +4.8% |
| 7D | +12.4% | -0.3% | +12.7% | +12.4% |
| 30D | -10.6% | +2.0% | -12.5% | -10.4% |
| 3M | -26.5% | -3.5% | -23.0% | -26.7% |
| 6M | -25.6% | +40.2% | -65.8% | -23.7% |
| YTD | -39.6% | +15.8% | -55.5% | -39.1% |
| 1Y | -38.8% | +33.2% | -71.9% | -37.1% |
| 3Y | +318.1% | -6.2% | +324.3% | +310.6% |
| 5Y | +339.7% | +16.4% | +323.3% | +331.1% |
| All | +334.0% | +12.4% | +321.6% | +325.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling