-54.7%
OKLO vs MULL
+1,810.7%
-1,865.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.2% | -8.0% | -8.9% |
| 7D | -12.2% | -8.4% | -3.8% | -10.4% |
| 30D | -19.7% | +9.7% | -29.4% | -22.0% |
| 3M | -37.4% | -26.8% | -10.6% | -38.9% |
| 6M | -42.3% | +220.7% | -263.0% | -65.5% |
| YTD | -49.5% | +509.0% | -558.6% | -76.0% |
| 1Y | -54.7% | +1,739.5% | -1,794.2% | -82.4% |
| All | -54.7% | +1,810.7% | -1,865.4% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling