+11.8%
CRM vs OKLO
+249.6%
-237.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.2% | +11.1% | +2.2% |
| 7D | -4.4% | -12.2% | +7.8% | -4.1% |
| 30D | +28.1% | -19.7% | +47.9% | +29.0% |
| 3M | +48.8% | -37.4% | +86.2% | +50.8% |
| 6M | +28.3% | -42.3% | +70.5% | +29.5% |
| YTD | -6.0% | -49.5% | +43.5% | -4.7% |
| 1Y | +1.4% | -54.7% | +56.1% | +2.4% |
| 3Y | +11.8% | +249.6% | -237.8% | -2.8% |
| All | +11.8% | +249.6% | -237.8% | -2.8% |
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