+249.6%
OKLO vs EQNR
+72.8%
+176.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.7% | -8.5% | -9.3% |
| 7D | -12.2% | +6.4% | -18.7% | -11.3% |
| 30D | -19.7% | +10.4% | -30.1% | -18.2% |
| 3M | -37.4% | +23.1% | -60.5% | -34.8% |
| 6M | -42.3% | +36.3% | -78.6% | -40.8% |
| YTD | -49.5% | +96.0% | -145.5% | -49.9% |
| 1Y | -54.7% | +94.2% | -148.9% | -55.2% |
| 3Y | +249.6% | +75.3% | +174.4% | +242.7% |
| All | +249.6% | +72.8% | +176.8% | +242.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling