+310.9%
OKLO vs EVRG
+71.7%
+239.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +7.7% | +0.6% | +7.2% | +7.6% |
| 30D | -4.3% | -0.2% | -4.1% | -4.3% |
| 3M | -24.6% | -0.5% | -24.2% | -24.9% |
| 6M | -31.1% | +0.2% | -31.3% | -31.5% |
| YTD | -40.7% | +14.9% | -55.6% | -44.0% |
| 1Y | -42.4% | +18.2% | -60.7% | -46.3% |
| All | +310.9% | +71.7% | +239.2% | +228.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling