+249.6%
OKLO vs EQH
+100.2%
+149.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.4% | -10.6% | -10.2% |
| 7D | -12.2% | +0.7% | -13.0% | -12.9% |
| 30D | -19.7% | +2.8% | -22.6% | -21.9% |
| 3M | -37.4% | +23.1% | -60.5% | -47.8% |
| 6M | -42.3% | +41.4% | -83.7% | -56.9% |
| YTD | -49.5% | +14.3% | -63.8% | -55.5% |
| 1Y | -54.7% | +1.6% | -56.3% | -56.6% |
| 3Y | +249.6% | +102.7% | +146.9% | +169.5% |
| All | +249.6% | +100.2% | +149.4% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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