-80.3%
OKLO vs ESTC
+1.6%
-81.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -5.0% | -5.6% |
| 7D | -18.4% | -15.9% | -2.6% | -14.6% |
| 30D | -38.5% | -5.5% | -33.0% | -37.5% |
| 3M | -48.9% | +26.2% | -75.2% | -52.7% |
| 6M | -67.8% | +77.0% | -144.8% | -72.9% |
| YTD | -69.2% | +18.9% | -88.1% | -70.1% |
| 1Y | -80.3% | +1.3% | -81.6% | -79.6% |
| All | -80.3% | +1.6% | -81.8% | -79.6% |
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