+310.9%
OKLO vs ETR
+148.1%
+162.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.5% | -1.0% |
| 7D | +7.7% | +0.4% | +7.3% | +7.5% |
| 30D | -4.3% | +2.0% | -6.4% | -5.6% |
| 3M | -24.6% | -1.7% | -22.9% | -24.1% |
| 6M | -31.1% | +3.6% | -34.7% | -33.8% |
| YTD | -40.7% | +18.0% | -58.7% | -48.2% |
| 1Y | -42.4% | +26.2% | -68.7% | -51.4% |
| All | +310.9% | +148.1% | +162.8% | +221.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling