+3,542.1%
CLS vs OKLO
+337.5%
+3,204.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.9% | +0.7% | +4.6% |
| 7D | +12.8% | +12.4% | +0.4% | +10.0% |
| 30D | +3.8% | -10.6% | +14.4% | +5.9% |
| 3M | -14.6% | -26.5% | +11.9% | -9.6% |
| 6M | +32.2% | -25.6% | +57.9% | +38.6% |
| YTD | +11.6% | -39.6% | +51.3% | +20.6% |
| 1Y | +35.1% | -38.8% | +73.8% | +42.2% |
| 3Y | +1,312.5% | +318.1% | +994.5% | +1,005.0% |
| 5Y | +3,542.1% | +339.7% | +3,202.4% | +2,709.9% |
| All | +3,542.1% | +337.5% | +3,204.6% | +2,709.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling