-80.3%
OKLO vs HUBB
-4.0%
-76.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.4% | -3.7% |
| 7D | -18.4% | +0.2% | -18.6% | -18.6% |
| 30D | -38.5% | -8.8% | -29.7% | -33.4% |
| 3M | -48.9% | -12.5% | -36.5% | -42.3% |
| 6M | -67.8% | -14.5% | -53.2% | -63.5% |
| YTD | -69.2% | -0.4% | -68.7% | -75.8% |
| 1Y | -80.3% | -3.4% | -76.8% | -83.0% |
| All | -80.3% | -4.0% | -76.3% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 1y: compounded portfolio wealth divided by compounded HUBB 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…
1y analysis · Full analysis span regression · 6 months rolling