+313.5%
OKLO vs LEN
-5.5%
+319.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.6% |
| 7D | +2.8% | -3.2% | +6.0% | +2.9% |
| 30D | -4.0% | -4.9% | +0.9% | -3.9% |
| 3M | -36.9% | -8.5% | -28.4% | -36.8% |
| 6M | -37.1% | -20.7% | -16.5% | -38.2% |
| YTD | -42.5% | -17.4% | -25.1% | -43.2% |
| 1Y | -40.7% | -38.2% | -2.5% | -42.9% |
| 3Y | +299.1% | -24.9% | +324.0% | +285.1% |
| 5Y | +317.3% | -11.4% | +328.7% | +303.1% |
| All | +313.5% | -5.5% | +319.1% | +298.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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