+151.4%
OKLO vs ES
+4.2%
+147.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.5% |
| 7D | +6.8% | +0.9% | +6.0% | +6.6% |
| 30D | -27.7% | +5.9% | -33.6% | -28.1% |
| 3M | -43.6% | -1.0% | -42.6% | -43.7% |
| 6M | -65.4% | +7.2% | -72.6% | -65.7% |
| YTD | -65.0% | +7.0% | -72.0% | -65.3% |
| 1Y | -77.5% | +0.5% | -78.0% | -77.7% |
| 3Y | +143.6% | +48.7% | +94.9% | +139.3% |
| 5Y | +154.7% | +1.9% | +152.8% | +150.2% |
| All | +151.4% | +4.2% | +147.2% | +145.5% |
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