+270.7%
OKLO vs EOSE
-70.0%
+340.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.0% | -8.2% | -9.0% |
| 7D | -12.2% | +1.8% | -14.0% | -12.5% |
| 30D | -19.7% | -6.8% | -12.9% | -19.1% |
| 3M | -37.4% | -36.3% | -1.1% | -33.6% |
| 6M | -42.3% | -38.8% | -3.5% | -38.9% |
| YTD | -49.5% | -65.5% | +16.0% | -43.1% |
| 1Y | -54.7% | -45.3% | -9.4% | -50.9% |
| 3Y | +249.6% | +44.2% | +205.5% | +245.6% |
| All | +270.7% | -70.0% | +340.7% | +263.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 5y: compounded portfolio wealth divided by compounded EOSE 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…
5y analysis · Full analysis span regression · 6 months rolling