+132.5%
OKLO vs HUBB
+57.0%
+75.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -1.9% |
| 7D | +1.6% | +1.8% | -0.2% | 0.0% |
| 30D | -17.6% | -7.7% | -9.9% | -9.6% |
| 3M | -48.5% | -13.6% | -34.9% | -39.3% |
| 6M | -65.7% | -9.1% | -56.5% | -62.4% |
| YTD | -66.7% | -0.7% | -65.9% | -68.3% |
| 1Y | -76.5% | +1.1% | -77.5% | -77.9% |
| 3Y | +132.5% | +56.2% | +76.3% | +109.9% |
| All | +132.5% | +57.0% | +75.4% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling