+284.9%
OKLO vs EOG
+22.6%
+262.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.3% | -6.6% | -6.3% |
| 7D | +0.1% | +1.0% | -0.9% | +0.2% |
| 30D | -15.2% | +2.8% | -18.0% | -15.0% |
| 3M | -26.2% | +5.9% | -32.1% | -25.7% |
| 6M | -35.0% | +17.1% | -52.1% | -36.4% |
| YTD | -44.4% | +43.9% | -88.4% | -48.4% |
| 1Y | -45.9% | +26.9% | -72.8% | -48.0% |
| All | +284.9% | +22.6% | +262.3% | +258.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling