+262.9%
OKLO vs EVRG
+63.1%
+199.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.3% | -9.5% | -9.2% |
| 7D | -12.2% | +0.1% | -12.3% | -12.2% |
| 30D | -19.7% | -1.2% | -18.5% | -19.6% |
| 3M | -37.4% | -0.6% | -36.8% | -37.5% |
| 6M | -42.3% | +2.4% | -44.7% | -42.7% |
| YTD | -49.5% | +15.5% | -65.0% | -50.9% |
| 1Y | -54.7% | +16.8% | -71.5% | -56.0% |
| 3Y | +249.6% | +75.0% | +174.6% | +221.7% |
| 5Y | +268.1% | +49.3% | +218.7% | +239.5% |
| All | +262.9% | +63.1% | +199.9% | +231.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling