+299.6%
OKLO vs JHX
-12.6%
+312.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.5% | -3.8% | -5.7% |
| 7D | +0.1% | -4.9% | +5.0% | +1.3% |
| 30D | -15.2% | -9.3% | -5.9% | -13.1% |
| 3M | -26.2% | +28.1% | -54.3% | -30.1% |
| 6M | -35.0% | +35.2% | -70.2% | -39.2% |
| YTD | -44.4% | +35.9% | -80.3% | -48.0% |
| 1Y | -45.9% | +42.5% | -88.4% | -49.9% |
| 3Y | +284.9% | -4.5% | +289.4% | +274.6% |
| 5Y | +305.3% | -27.1% | +332.4% | +300.2% |
| All | +299.6% | -12.6% | +312.2% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling