+334.0%
OKLO vs EVRG
+64.3%
+269.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.1% | +4.8% |
| 7D | +12.4% | +0.9% | +11.5% | +12.3% |
| 30D | -10.6% | -0.5% | -10.0% | -10.5% |
| 3M | -26.5% | +1.5% | -28.0% | -26.8% |
| 6M | -25.6% | +1.2% | -26.8% | -26.0% |
| YTD | -39.6% | +16.3% | -56.0% | -41.3% |
| 1Y | -38.8% | +20.3% | -59.0% | -40.8% |
| 3Y | +318.1% | +72.3% | +245.7% | +284.4% |
| 5Y | +339.7% | +46.7% | +293.0% | +305.4% |
| All | +334.0% | +64.3% | +269.7% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling