+213.4%
CAT vs OKLO
+144.5%
+68.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.1% |
| 7D | +9.3% | +27.3% | -18.0% | +6.8% |
| 30D | -21.5% | -23.1% | +1.6% | -20.0% |
| 3M | -29.1% | -45.8% | +16.7% | -25.9% |
| 6M | -33.4% | -66.8% | +33.4% | -28.1% |
| YTD | +6.6% | -65.9% | +72.5% | +13.6% |
| 1Y | +6.5% | -78.0% | +84.5% | +16.1% |
| 3Y | +162.7% | +137.4% | +25.3% | +142.3% |
| 5Y | +214.2% | +148.2% | +66.0% | +182.4% |
| All | +213.4% | +144.5% | +68.9% | +187.0% |
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