+262.9%
OKLO vs HALO
+139.9%
+123.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.2% | -9.4% | -9.2% |
| 7D | -12.2% | -2.7% | -9.5% | -12.0% |
| 30D | -19.7% | +5.3% | -25.1% | -20.2% |
| 3M | -37.4% | +51.6% | -89.0% | -40.0% |
| 6M | -42.3% | +61.3% | -103.5% | -45.0% |
| YTD | -49.5% | +59.3% | -108.8% | -51.7% |
| 1Y | -54.7% | +38.3% | -93.0% | -56.3% |
| 3Y | +249.6% | +185.9% | +63.7% | +225.1% |
| 5Y | +268.1% | +159.9% | +108.1% | +243.4% |
| All | +262.9% | +139.9% | +123.1% | +241.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling