+262.9%
OKLO vs EOG
+137.1%
+125.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.1% | -9.1% | -9.2% |
| 7D | -12.2% | +1.5% | -13.7% | -12.2% |
| 30D | -19.7% | +2.9% | -22.7% | -19.7% |
| 3M | -37.4% | +8.7% | -46.1% | -37.3% |
| 6M | -42.3% | +12.9% | -55.2% | -42.5% |
| YTD | -49.5% | +43.8% | -93.4% | -50.7% |
| 1Y | -54.7% | +27.1% | -81.8% | -55.3% |
| 3Y | +249.6% | +25.9% | +223.7% | +242.3% |
| 5Y | +268.1% | +177.9% | +90.2% | +254.3% |
| All | +262.9% | +137.1% | +125.8% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling