+324.9%
CAT vs OKLO
+333.1%
-8.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.7% |
| 7D | +5.6% | +12.4% | -6.8% | +4.6% |
| 30D | -2.3% | -10.6% | +8.2% | -1.6% |
| 3M | -10.0% | -26.5% | +16.5% | -8.3% |
| 6M | +21.2% | -25.6% | +46.9% | +22.9% |
| YTD | +44.4% | -39.6% | +84.1% | +47.6% |
| 1Y | +96.3% | -38.8% | +135.1% | +99.9% |
| 3Y | +203.9% | +318.1% | -114.1% | +169.2% |
| 5Y | +333.5% | +339.7% | -6.2% | +272.0% |
| All | +324.9% | +333.1% | -8.2% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 10y: compounded portfolio wealth divided by compounded OKLO 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…
10y analysis · Full analysis span regression · 6 months rolling