+262.9%
OKLO vs JHX
-11.7%
+274.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.0% | -10.2% | -9.4% |
| 7D | -12.2% | -6.3% | -5.9% | -10.9% |
| 30D | -19.7% | -7.7% | -12.0% | -18.1% |
| 3M | -37.4% | +19.2% | -56.6% | -39.8% |
| 6M | -42.3% | +38.3% | -80.6% | -46.2% |
| YTD | -49.5% | +37.2% | -86.7% | -52.9% |
| 1Y | -54.7% | +42.3% | -97.0% | -58.1% |
| 3Y | +249.6% | -4.4% | +254.0% | +239.3% |
| 5Y | +268.1% | -26.4% | +294.5% | +262.5% |
| All | +262.9% | -11.7% | +274.6% | +247.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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