+136.0%
OKLO vs ES
+4.6%
+131.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -2.9% | +25.5% | +22.7% |
| 7D | -6.7% | +1.9% | -8.6% | -6.9% |
| 30D | -36.0% | +7.1% | -43.1% | -36.4% |
| 3M | -44.2% | -1.9% | -42.2% | -44.2% |
| 6M | -70.4% | +4.4% | -74.8% | -70.6% |
| YTD | -67.2% | +7.3% | -74.5% | -67.4% |
| 1Y | -77.9% | +2.1% | -80.1% | -78.1% |
| 3Y | +128.4% | +41.8% | +86.6% | +124.4% |
| 5Y | +139.1% | +1.4% | +137.6% | +134.8% |
| All | +136.0% | +4.6% | +131.4% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling