+168.9%
OKLO vs CAPR
+100.2%
+68.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +9.4% | +4.5% | +13.8% |
| 7D | +14.1% | +36.0% | -21.9% | +13.3% |
| 30D | -22.7% | +25.8% | -48.4% | -23.1% |
| 3M | -44.6% | +140.8% | -185.4% | -45.8% |
| 6M | -63.0% | -67.6% | +4.6% | -62.6% |
| YTD | -62.6% | -65.9% | +3.3% | -62.3% |
| 1Y | -76.2% | +66.1% | -142.3% | -78.1% |
| 3Y | +160.8% | +256.9% | -96.0% | +143.8% |
| 5Y | +172.5% | +172.1% | +0.4% | +154.0% |
| All | +168.9% | +100.2% | +68.7% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling