+262.9%
OKLO vs ETR
+147.5%
+115.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.8% | -9.0% |
| 7D | -12.2% | -1.8% | -10.4% | -11.6% |
| 30D | -19.7% | -1.8% | -18.0% | -19.2% |
| 3M | -37.4% | -3.6% | -33.8% | -36.7% |
| 6M | -42.3% | +2.6% | -44.9% | -43.3% |
| YTD | -49.5% | +16.0% | -65.5% | -52.7% |
| 1Y | -54.7% | +20.1% | -74.8% | -57.8% |
| 3Y | +249.6% | +143.6% | +106.0% | +211.7% |
| 5Y | +268.1% | +124.4% | +143.7% | +228.2% |
| All | +262.9% | +147.5% | +115.4% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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