-40.7%
OKLO vs ESTC
+7.3%
-48.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.5% | +8.1% | +4.5% |
| 7D | +2.8% | -8.1% | +10.9% | +4.6% |
| 30D | -4.0% | +31.7% | -35.7% | -11.8% |
| 3M | -36.9% | +41.1% | -77.9% | -43.1% |
| 6M | -37.1% | +77.1% | -114.2% | -47.3% |
| YTD | -42.5% | +21.7% | -64.2% | -44.8% |
| 1Y | -40.7% | +8.4% | -49.1% | -39.0% |
| All | -40.7% | +7.3% | -48.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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