+139.7%
OKLO vs ELV
+20.7%
+119.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | +1.6% | +1.0% | +0.6% | +1.7% |
| 30D | -17.6% | +0.4% | -18.0% | -17.5% |
| 3M | -48.5% | +8.4% | -56.9% | -48.0% |
| 6M | -65.7% | +8.4% | -74.1% | -65.3% |
| YTD | -66.7% | +24.4% | -91.0% | -66.1% |
| 1Y | -76.5% | +33.5% | -110.0% | -75.8% |
| 3Y | +132.5% | -2.1% | +134.5% | +130.3% |
| 5Y | +142.8% | +5.8% | +137.1% | +139.7% |
| All | +139.7% | +20.7% | +119.0% | +137.0% |
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 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