+326.6%
OKLO vs EOSE
-76.4%
+403.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.2% |
| 7D | +7.7% | +15.0% | -7.2% | +5.4% |
| 30D | -4.3% | +2.5% | -6.8% | -4.9% |
| 3M | -24.6% | -33.7% | +9.1% | -20.6% |
| 6M | -31.1% | -32.7% | +1.6% | -28.0% |
| YTD | -40.7% | -63.8% | +23.1% | -33.8% |
| 1Y | -42.4% | -40.5% | -1.9% | -38.3% |
| 3Y | +310.9% | +50.4% | +260.5% | +303.2% |
| 5Y | +332.6% | -68.6% | +401.2% | +323.6% |
| All | +326.6% | -76.4% | +403.0% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling