+141.4%
OKLO vs ILMN
-44.7%
+186.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | +1.6% | -2.9% | +4.4% | +2.2% |
| 30D | -17.6% | -23.8% | +6.2% | -14.1% |
| 3M | -48.5% | +7.5% | -56.0% | -48.9% |
| 6M | -65.7% | +42.8% | -108.4% | -67.3% |
| YTD | -66.7% | +57.8% | -124.5% | -68.8% |
| 1Y | -76.5% | +72.6% | -149.1% | -78.2% |
| 3Y | +132.5% | +129.3% | +3.1% | +109.4% |
| All | +141.4% | -44.7% | +186.0% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 5y: compounded portfolio wealth divided by compounded ILMN 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…
5y analysis · Full analysis span regression · 6 months rolling