+334.0%
OKLO vs EME
+562.2%
-228.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +3.0% |
| 7D | +12.4% | +5.2% | +7.2% | +8.3% |
| 30D | -10.6% | -5.4% | -5.2% | -7.2% |
| 3M | -26.5% | -6.1% | -20.4% | -23.7% |
| 6M | -25.6% | +9.7% | -35.3% | -29.9% |
| YTD | -39.6% | +26.6% | -66.2% | -48.5% |
| 1Y | -38.8% | +24.6% | -63.4% | -46.6% |
| 3Y | +318.1% | +249.6% | +68.5% | +196.4% |
| 5Y | +339.7% | +556.6% | -216.9% | +212.6% |
| All | +334.0% | +562.2% | -228.3% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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