+88.4%
OKLO vs MULL
+2,620.5%
-2,532.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -3.2% |
| 7D | +7.7% | +14.8% | -7.1% | +3.5% |
| 30D | -4.3% | +36.6% | -40.9% | -13.1% |
| 3M | -24.6% | -8.9% | -15.7% | -31.3% |
| 6M | -31.1% | +311.9% | -343.0% | -64.5% |
| YTD | -40.7% | +579.8% | -620.5% | -75.4% |
| 1Y | -42.4% | +2,421.5% | -2,464.0% | -85.7% |
| All | +88.4% | +2,620.5% | -2,532.0% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling