+141.4%
OKLO vs HIG
+110.6%
+30.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | +1.6% | +2.6% | -1.0% | +1.6% |
| 30D | -17.6% | +4.2% | -21.8% | -17.7% |
| 3M | -48.5% | +0.2% | -48.7% | -48.5% |
| 6M | -65.7% | +4.6% | -70.3% | -65.9% |
| YTD | -66.7% | +1.1% | -67.8% | -66.7% |
| 1Y | -76.5% | +4.7% | -81.2% | -76.7% |
| 3Y | +132.5% | +95.5% | +37.0% | +117.9% |
| All | +141.4% | +110.6% | +30.7% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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