+318.1%
OKLO vs ESTC
+11.7%
+306.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.7% | +8.6% | +6.1% |
| 7D | +12.4% | -4.3% | +16.7% | +13.6% |
| 30D | -10.6% | +17.7% | -28.3% | -16.8% |
| 3M | -26.5% | +42.3% | -68.8% | -36.1% |
| 6M | -25.6% | +64.6% | -90.2% | -39.3% |
| YTD | -39.6% | +17.2% | -56.9% | -44.6% |
| 1Y | -38.8% | -4.2% | -34.6% | -39.9% |
| 3Y | +318.1% | +13.5% | +304.5% | +316.2% |
| All | +318.1% | +11.7% | +306.3% | +316.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling