+72.2%
CSX vs OKLO
+296.8%
-224.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.8% |
| 7D | -3.4% | +2.8% | -6.2% | -3.4% |
| 30D | -3.1% | -4.0% | +0.9% | -3.1% |
| 3M | +7.2% | -36.9% | +44.1% | +8.1% |
| 6M | +16.2% | -37.1% | +53.3% | +16.9% |
| YTD | +37.5% | -42.5% | +80.0% | +38.3% |
| 1Y | +53.2% | -40.7% | +93.9% | +53.5% |
| All | +72.2% | +296.8% | -224.6% | +58.3% |
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