-80.3%
OKLO vs HALO
+92.7%
-173.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.2% | -6.4% |
| 7D | -18.4% | +0.2% | -18.7% | -18.5% |
| 30D | -38.5% | +20.3% | -58.8% | -43.1% |
| 3M | -48.9% | +56.6% | -105.6% | -57.8% |
| 6M | -67.8% | +101.9% | -169.6% | -76.1% |
| YTD | -69.2% | +93.7% | -162.8% | -76.1% |
| 1Y | -80.3% | +91.5% | -171.8% | -84.1% |
| All | -80.3% | +92.7% | -173.0% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 1y: compounded portfolio wealth divided by compounded HALO 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…
1y analysis · Full analysis span regression · 6 months rolling