-80.3%
OKLO vs EVRG
+15.1%
-95.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -5.5% |
| 7D | -18.4% | +2.3% | -20.8% | -17.8% |
| 30D | -38.5% | +9.0% | -47.5% | -36.8% |
| 3M | -48.9% | +3.7% | -52.6% | -48.4% |
| 6M | -67.8% | +6.8% | -74.6% | -67.0% |
| YTD | -69.2% | +21.9% | -91.1% | -66.7% |
| 1Y | -80.3% | +15.8% | -96.1% | -78.1% |
| All | -80.3% | +15.1% | -95.4% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 1y: compounded portfolio wealth divided by compounded EVRG 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…
1y analysis · Full analysis span regression · 6 months rolling