+128.4%
OKLO vs CAPR
+214.7%
-86.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +4.7% | +18.0% | +22.5% |
| 7D | -6.7% | +41.1% | -47.8% | -7.5% |
| 30D | -36.0% | +11.1% | -47.2% | -36.2% |
| 3M | -44.2% | +115.3% | -159.5% | -45.3% |
| 6M | -70.4% | -73.8% | +3.4% | -70.0% |
| YTD | -67.2% | -68.8% | +1.6% | -66.8% |
| 1Y | -77.9% | +43.3% | -121.3% | -79.7% |
| 3Y | +128.4% | +214.7% | -86.3% | +108.8% |
| All | +128.4% | +214.7% | -86.3% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling