-80.3%
OKLO vs EQNR
+89.2%
-169.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.2% | +0.4% | -8.9% |
| 7D | -18.4% | -10.2% | -8.2% | -22.9% |
| 30D | -38.5% | +1.1% | -39.6% | -37.5% |
| 3M | -48.9% | +10.3% | -59.3% | -44.9% |
| 6M | -67.8% | +5.7% | -73.4% | -65.5% |
| YTD | -69.2% | +87.2% | -156.4% | -60.1% |
| 1Y | -80.3% | +87.4% | -167.7% | -73.8% |
| All | -80.3% | +89.2% | -169.5% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling