+4.5%
CTSH vs OKLO
+141.5%
-137.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +2.2% |
| 7D | +1.8% | +6.8% | -5.0% | +1.9% |
| 30D | +9.8% | -27.7% | +37.5% | +10.0% |
| 3M | +12.1% | -43.6% | +55.7% | +12.4% |
| 6M | +27.4% | -65.4% | +92.8% | +28.6% |
| YTD | -20.3% | -65.0% | +44.8% | -19.9% |
| 1Y | -8.8% | -77.5% | +68.7% | -7.5% |
| All | +4.5% | +141.5% | -137.0% | -1.5% |
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