-26.8%
CLS vs OKLO
-76.1%
+49.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.1% | +5.4% | +7.2% |
| 7D | +2.8% | +16.9% | -14.2% | -4.5% |
| 30D | -30.1% | -19.7% | -10.4% | -23.8% |
| 3M | -21.7% | -45.0% | +23.3% | -2.4% |
| 6M | -36.2% | -66.9% | +30.7% | -4.6% |
| YTD | -17.8% | -64.0% | +46.1% | +11.0% |
| 1Y | -26.8% | -75.2% | +48.4% | +19.2% |
| All | -26.8% | -76.1% | +49.3% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling