+69.9%
CIFR vs OKLO
+262.2%
-192.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -9.2% | +14.9% | +8.8% |
| 7D | -5.0% | -12.2% | +7.2% | -1.0% |
| 30D | -5.7% | -19.7% | +14.0% | +1.1% |
| 3M | -25.5% | -37.4% | +11.9% | -13.5% |
| 6M | +19.4% | -42.3% | +61.7% | +40.5% |
| YTD | +14.2% | -49.5% | +63.7% | +40.7% |
| 1Y | +69.0% | -54.7% | +123.7% | +115.5% |
| 3Y | +503.9% | +249.6% | +254.3% | +278.0% |
| 5Y | +27.7% | +268.1% | -240.4% | -23.0% |
| All | +69.9% | +262.2% | -192.3% | +3.1% |
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