+471.3%
CIFR vs OKLO
+284.9%
+186.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.3% | +0.6% | -3.5% |
| 7D | -8.2% | +0.1% | -8.3% | -8.2% |
| 30D | -7.4% | -15.2% | +7.8% | -2.2% |
| 3M | -24.2% | -26.2% | +2.0% | -16.2% |
| 6M | +14.2% | -35.0% | +49.2% | +29.6% |
| YTD | +8.0% | -44.4% | +52.4% | +29.3% |
| 1Y | +55.5% | -45.9% | +101.4% | +88.6% |
| All | +471.3% | +284.9% | +186.4% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling