+96.8%
CAT vs OKLO
-39.6%
+136.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +2.9% | +7.7% | -4.8% | +1.6% |
| 30D | -2.6% | -4.3% | +1.7% | -2.2% |
| 3M | -10.7% | -24.6% | +14.0% | -7.3% |
| 6M | +16.1% | -31.1% | +47.2% | +20.5% |
| YTD | +43.2% | -40.7% | +83.9% | +49.3% |
| 1Y | +96.8% | -42.4% | +139.3% | +114.4% |
| All | +96.8% | -39.6% | +136.4% | +114.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling