+249.6%
OKLO vs CARR
+1.4%
+248.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.4% | -10.6% | -10.1% |
| 7D | -12.2% | -3.8% | -8.5% | -10.1% |
| 30D | -19.7% | -8.9% | -10.8% | -14.7% |
| 3M | -37.4% | -17.3% | -20.1% | -29.5% |
| 6M | -42.3% | -1.4% | -40.9% | -42.4% |
| YTD | -49.5% | +10.0% | -59.5% | -53.7% |
| 1Y | -54.7% | -6.4% | -48.4% | -53.7% |
| 3Y | +249.6% | +1.5% | +248.1% | +255.1% |
| All | +249.6% | +1.4% | +248.3% | +255.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling