+331.6%
OKLO vs ETHA
-30.2%
+361.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.3% |
| 7D | +0.1% | -2.4% | +2.5% | +1.4% |
| 30D | -15.2% | +30.9% | -46.1% | -27.3% |
| 3M | -26.2% | +51.1% | -77.3% | -41.4% |
| 6M | -35.0% | +20.5% | -55.5% | -41.6% |
| YTD | -44.4% | -17.3% | -27.2% | -39.9% |
| 1Y | -45.9% | -43.2% | -2.7% | -31.4% |
| All | +331.6% | -30.2% | +361.8% | +311.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling