+320.4%
CAT vs OKLO
+312.7%
+7.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.4% |
| 7D | +1.7% | +2.8% | -1.1% | +1.5% |
| 30D | -6.6% | -4.0% | -2.6% | -6.5% |
| 3M | -13.3% | -36.9% | +23.6% | -10.6% |
| 6M | +11.6% | -37.1% | +48.8% | +14.4% |
| YTD | +42.9% | -42.5% | +85.4% | +46.6% |
| 1Y | +95.4% | -40.7% | +136.1% | +99.6% |
| 3Y | +196.6% | +299.1% | -102.5% | +163.6% |
| 5Y | +321.7% | +317.3% | +4.4% | +264.8% |
| All | +320.4% | +312.7% | +7.7% | +270.5% |
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