+292.0%
OKLO vs ETHA
-27.9%
+319.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.2% | -12.4% | -10.9% |
| 7D | -12.2% | +3.5% | -15.7% | -13.9% |
| 30D | -19.7% | +35.3% | -55.1% | -32.5% |
| 3M | -37.4% | +50.9% | -88.3% | -50.4% |
| 6M | -42.3% | +22.1% | -64.4% | -48.6% |
| YTD | -49.5% | -14.6% | -34.9% | -46.5% |
| 1Y | -54.7% | -42.8% | -11.9% | -43.1% |
| All | +292.0% | -27.9% | +319.9% | +266.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling