+313.5%
OKLO vs HIG
+151.4%
+162.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.6% |
| 7D | +2.8% | +0.3% | +2.5% | +2.8% |
| 30D | -4.0% | -3.2% | -0.8% | -3.8% |
| 3M | -36.9% | +9.1% | -46.0% | -37.6% |
| 6M | -37.1% | -1.8% | -35.4% | -37.1% |
| YTD | -42.5% | +1.8% | -44.3% | -42.7% |
| 1Y | -40.7% | +4.6% | -45.3% | -41.2% |
| 3Y | +299.1% | +101.6% | +197.5% | +275.6% |
| 5Y | +317.3% | +124.5% | +192.8% | +290.1% |
| All | +313.5% | +151.4% | +162.2% | +280.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling