+326.6%
OKLO vs HALO
+140.3%
+186.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +7.7% | -2.1% | +9.8% | +8.0% |
| 30D | -4.3% | +4.6% | -9.0% | -4.8% |
| 3M | -24.6% | +50.2% | -74.9% | -27.7% |
| 6M | -31.1% | +57.6% | -88.7% | -34.2% |
| YTD | -40.7% | +59.6% | -100.2% | -43.3% |
| 1Y | -42.4% | +41.2% | -83.6% | -44.6% |
| 3Y | +310.9% | +178.9% | +132.0% | +282.0% |
| 5Y | +332.6% | +160.1% | +172.5% | +303.5% |
| All | +326.6% | +140.3% | +186.3% | +301.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling