+139.7%
OKLO vs EVRG
+77.4%
+62.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.2% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | -17.6% | +7.4% | -25.0% | -18.3% |
| 3M | -48.5% | +7.2% | -55.7% | -48.9% |
| 6M | -65.7% | +9.5% | -75.1% | -66.1% |
| YTD | -66.7% | +25.6% | -92.2% | -67.9% |
| 1Y | -76.5% | +20.4% | -96.8% | -77.2% |
| 3Y | +132.5% | +108.8% | +23.6% | +111.6% |
| 5Y | +142.8% | +68.0% | +74.9% | +121.7% |
| All | +139.7% | +77.4% | +62.3% | +116.4% |
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