+141.4%
OKLO vs EWZ
+53.9%
+87.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.8% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | -17.6% | -24.4% | +6.7% | -8.5% |
| 3M | -48.5% | -4.6% | -43.9% | -48.6% |
| 6M | -65.7% | -11.6% | -54.1% | -64.5% |
| YTD | -66.7% | +2.4% | -69.0% | -66.7% |
| 1Y | -76.5% | +2.1% | -78.5% | -76.4% |
| 3Y | +132.5% | +18.7% | +113.7% | +119.4% |
| All | +141.4% | +53.9% | +87.4% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 5y: compounded portfolio wealth divided by compounded EWZ 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…
5y analysis · Full analysis span regression · 6 months rolling