-40.7%
OKLO vs ETHA
-44.4%
+3.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.2% | +5.3% |
| 7D | +2.8% | +0.8% | +2.0% | +2.1% |
| 30D | -4.0% | +27.9% | -31.9% | -19.8% |
| 3M | -36.9% | +38.3% | -75.2% | -50.2% |
| 6M | -37.1% | +14.0% | -51.1% | -43.0% |
| YTD | -42.5% | -17.4% | -25.1% | -36.1% |
| 1Y | -40.7% | -42.7% | +1.9% | -20.6% |
| All | -40.7% | -44.4% | +3.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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