+138.4%
OKLO vs ESTC
-48.9%
+187.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +2.2% | +20.4% | +22.2% |
| 7D | -6.7% | -11.5% | +4.8% | -4.4% |
| 30D | -36.0% | -7.5% | -28.5% | -35.0% |
| 3M | -44.2% | +23.1% | -67.2% | -46.4% |
| 6M | -70.4% | +75.3% | -145.7% | -73.4% |
| YTD | -67.2% | +14.1% | -81.3% | -68.4% |
| 1Y | -77.9% | -0.6% | -77.4% | -78.3% |
| 3Y | +128.4% | +20.8% | +107.6% | +128.1% |
| All | +138.4% | -48.9% | +187.3% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling