-10.0%
CRM vs OKLO
-81.5%
+71.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.8% | +8.0% | +2.1% |
| 7D | -6.2% | -18.4% | +12.2% | -6.4% |
| 30D | -1.2% | -38.5% | +37.3% | -1.8% |
| 3M | +19.1% | -48.9% | +68.1% | +18.2% |
| 6M | +23.0% | -67.8% | +90.7% | +22.7% |
| YTD | -13.7% | -69.2% | +55.5% | -13.2% |
| 1Y | -10.0% | -80.3% | +70.3% | -7.7% |
| All | -10.0% | -81.5% | +71.5% | -7.7% |
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