-80.3%
OKLO vs REGN
+45.3%
-125.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.4% | -1.4% | -4.8% |
| 7D | -18.4% | +14.4% | -32.9% | -21.5% |
| 30D | -38.5% | +28.1% | -66.6% | -43.3% |
| 3M | -48.9% | +22.5% | -71.4% | -52.0% |
| 6M | -67.8% | +31.6% | -99.3% | -70.1% |
| YTD | -69.2% | +21.0% | -90.2% | -71.1% |
| 1Y | -80.3% | +49.0% | -129.2% | -77.3% |
| All | -80.3% | +45.3% | -125.6% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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