+249.6%
OKLO vs HUBB
+46.2%
+203.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.8% | -10.9% | -11.1% |
| 7D | -12.2% | -0.1% | -12.2% | -12.3% |
| 30D | -19.7% | -10.0% | -9.8% | -10.1% |
| 3M | -37.4% | -1.6% | -35.8% | -37.5% |
| 6M | -42.3% | -3.1% | -39.2% | -42.8% |
| YTD | -49.5% | +4.6% | -54.1% | -54.2% |
| 1Y | -54.7% | +3.3% | -58.1% | -57.5% |
| 3Y | +249.6% | +46.6% | +203.0% | +202.2% |
| All | +249.6% | +46.2% | +203.5% | +202.2% |
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