+262.9%
OKLO vs HON
+4.2%
+258.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.1% | -9.3% | -9.2% |
| 7D | -12.2% | -3.5% | -8.8% | -11.3% |
| 30D | -19.7% | -13.8% | -6.0% | -16.2% |
| 3M | -37.4% | -11.7% | -25.7% | -35.2% |
| 6M | -42.3% | -18.7% | -23.6% | -39.1% |
| YTD | -49.5% | +0.2% | -49.8% | -48.9% |
| 1Y | -54.7% | -3.1% | -51.7% | -53.9% |
| 3Y | +249.6% | +17.0% | +232.6% | +246.7% |
| 5Y | +268.1% | +2.0% | +266.1% | +266.1% |
| All | +262.9% | +4.2% | +258.7% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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