+70.3%
CSX vs OKLO
+135.5%
-65.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +22.7% | -26.0% | -3.8% |
| 7D | -5.5% | -6.7% | +1.2% | -5.4% |
| 30D | +4.9% | -36.0% | +41.0% | +5.8% |
| 3M | -2.9% | -44.2% | +41.3% | -1.9% |
| 6M | +8.3% | -70.4% | +78.8% | +10.9% |
| YTD | +36.7% | -67.2% | +103.9% | +38.9% |
| 1Y | +41.5% | -77.9% | +119.4% | +44.8% |
| 3Y | +68.6% | +128.4% | -59.8% | +55.6% |
| 5Y | +48.4% | +139.1% | -90.6% | +35.4% |
| All | +70.3% | +135.5% | -65.2% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling