-80.3%
OKLO vs CARR
-1.4%
-78.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.4% | -6.2% |
| 7D | -18.4% | -0.7% | -17.8% | -18.1% |
| 30D | -38.5% | +0.3% | -38.8% | -38.6% |
| 3M | -48.9% | -14.9% | -34.0% | -43.2% |
| 6M | -67.8% | -14.9% | -52.9% | -64.6% |
| YTD | -69.2% | +7.0% | -76.2% | -73.3% |
| 1Y | -80.3% | -1.8% | -78.5% | -82.1% |
| All | -80.3% | -1.4% | -78.9% | -82.1% |
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