+132.5%
OKLO vs CAPR
+239.1%
-106.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.8% | -2.0% |
| 7D | +1.6% | +5.9% | -4.3% | +1.4% |
| 30D | -17.6% | +44.6% | -62.2% | -18.4% |
| 3M | -48.5% | +126.4% | -174.9% | -49.6% |
| 6M | -65.7% | -68.6% | +2.9% | -65.3% |
| YTD | -66.7% | -67.0% | +0.3% | -66.4% |
| 1Y | -76.5% | +65.2% | -141.6% | -78.5% |
| 3Y | +132.5% | +235.6% | -103.1% | +111.6% |
| All | +132.5% | +239.1% | -106.7% | +111.6% |
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