+326.6%
OKLO vs ESTC
-40.6%
+367.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | +7.7% | -3.3% | +11.1% | +8.2% |
| 30D | -4.3% | +13.4% | -17.8% | -7.1% |
| 3M | -24.6% | +41.3% | -66.0% | -29.7% |
| 6M | -31.1% | +62.6% | -93.7% | -37.6% |
| YTD | -40.7% | +14.8% | -55.4% | -43.1% |
| 1Y | -42.4% | -5.1% | -37.4% | -43.2% |
| 3Y | +310.9% | +11.2% | +299.8% | +308.3% |
| 5Y | +332.6% | -47.0% | +379.6% | +334.2% |
| All | +326.6% | -40.6% | +367.1% | +326.2% |
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