+333.1%
OKLO vs ONON
-24.2%
+357.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | +7.7% | -3.5% | +11.2% | +8.5% |
| 30D | -4.3% | -30.8% | +26.5% | +2.6% |
| 3M | -24.6% | -29.8% | +5.2% | -19.7% |
| 6M | -31.1% | -34.8% | +3.7% | -25.6% |
| YTD | -40.7% | -42.3% | +1.6% | -34.3% |
| 1Y | -42.4% | -39.5% | -2.9% | -37.1% |
| 3Y | +310.9% | -9.3% | +320.2% | +350.5% |
| All | +333.1% | -24.2% | +357.2% | +376.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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