+334.0%
OKLO vs CAPR
+84.1%
+249.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.6% | +8.6% | +5.0% |
| 7D | +12.4% | -9.5% | +21.9% | +12.6% |
| 30D | -10.6% | +121.5% | -132.1% | -12.3% |
| 3M | -26.5% | -65.4% | +38.8% | -25.8% |
| 6M | -25.6% | -67.5% | +41.9% | -24.8% |
| YTD | -39.6% | -68.6% | +29.0% | -39.0% |
| 1Y | -38.8% | +42.7% | -81.4% | -43.4% |
| 3Y | +318.1% | +43.4% | +274.7% | +292.0% |
| 5Y | +339.7% | +86.0% | +253.7% | +309.2% |
| All | +334.0% | +84.1% | +249.8% | +304.4% |
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