-42.4%
OKLO vs ESTC
-6.1%
-36.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | +7.7% | -3.3% | +11.1% | +8.2% |
| 30D | -4.3% | +13.4% | -17.8% | -8.8% |
| 3M | -24.6% | +41.3% | -66.0% | -32.6% |
| 6M | -31.1% | +62.6% | -93.7% | -40.9% |
| YTD | -40.7% | +14.8% | -55.4% | -42.2% |
| 1Y | -42.4% | -5.1% | -37.4% | -30.9% |
| All | -42.4% | -6.1% | -36.4% | -30.9% |
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