-39.5%
CAT vs OKLO
-66.9%
+27.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +22.7% | -21.8% | -3.8% |
| 7D | -10.3% | -6.7% | -3.6% | -9.1% |
| 30D | -31.2% | -36.0% | +4.8% | -24.9% |
| 3M | -34.7% | -44.2% | +9.5% | -27.6% |
| 6M | -39.5% | -70.4% | +30.9% | -23.0% |
| All | -39.5% | -66.9% | +27.5% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling