+189.2%
CAT vs OKLO
+135.5%
+53.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +22.7% | -21.8% | -1.0% |
| 7D | -10.3% | -6.7% | -3.6% | -10.0% |
| 30D | -31.2% | -36.0% | +4.8% | -28.8% |
| 3M | -34.7% | -44.2% | +9.5% | -31.9% |
| 6M | -39.5% | -70.4% | +30.9% | -34.1% |
| YTD | -1.7% | -67.2% | +65.5% | +5.2% |
| 1Y | -1.1% | -77.9% | +76.8% | +7.9% |
| 3Y | +143.9% | +128.4% | +15.4% | +125.8% |
| 5Y | +194.8% | +139.1% | +55.7% | +165.9% |
| All | +189.2% | +135.5% | +53.7% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling