+139.7%
OKLO vs ESTC
-39.5%
+179.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -2.0% |
| 7D | +1.6% | +2.4% | -0.8% | +1.2% |
| 30D | -17.6% | -4.2% | -13.4% | -16.7% |
| 3M | -48.5% | +2.5% | -51.0% | -48.8% |
| 6M | -65.7% | +81.5% | -147.2% | -69.2% |
| YTD | -66.7% | +16.8% | -83.5% | -68.0% |
| 1Y | -76.5% | -3.5% | -73.0% | -76.7% |
| 3Y | +132.5% | +17.7% | +114.7% | +131.3% |
| 5Y | +142.8% | -51.7% | +194.6% | +144.7% |
| All | +139.7% | -39.5% | +179.2% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling