+334.0%
OKLO vs EWZ
+50.2%
+283.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +3.0% | +4.1% |
| 7D | +12.4% | +5.6% | +6.8% | +9.9% |
| 30D | -10.6% | +9.3% | -19.8% | -13.8% |
| 3M | -26.5% | +15.7% | -42.2% | -30.7% |
| 6M | -25.6% | +7.4% | -33.1% | -27.0% |
| YTD | -39.6% | +22.7% | -62.3% | -42.7% |
| 1Y | -38.8% | +36.4% | -75.1% | -43.2% |
| 3Y | +318.1% | +50.4% | +267.7% | +277.4% |
| 5Y | +339.7% | +67.6% | +272.1% | +297.3% |
| All | +334.0% | +50.2% | +283.8% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling