+368.7%
OKLO vs ETHA
-29.6%
+398.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.9% | +4.4% |
| 7D | +12.4% | +2.7% | +9.7% | +10.7% |
| 30D | -10.6% | +29.4% | -39.9% | -22.8% |
| 3M | -26.5% | +47.2% | -73.7% | -40.8% |
| 6M | -25.6% | +25.4% | -51.0% | -34.5% |
| YTD | -39.6% | -16.5% | -23.1% | -35.1% |
| 1Y | -38.8% | -42.3% | +3.6% | -22.9% |
| All | +368.7% | -29.6% | +398.3% | +344.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling