-40.7%
OKLO vs CARR
-3.6%
-37.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.9% |
| 7D | +2.8% | +1.6% | +1.3% | +1.9% |
| 30D | -4.0% | -8.7% | +4.7% | +1.6% |
| 3M | -36.9% | -12.6% | -24.3% | -32.1% |
| 6M | -37.1% | -1.5% | -35.6% | -37.4% |
| YTD | -42.5% | +14.3% | -56.8% | -48.2% |
| 1Y | -40.7% | -4.6% | -36.1% | -46.3% |
| All | -40.7% | -3.6% | -37.1% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling