+270.7%
OKLO vs CARR
+8.3%
+262.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.4% | -10.6% | -9.8% |
| 7D | -12.2% | -3.8% | -8.5% | -10.9% |
| 30D | -19.7% | -8.9% | -10.8% | -16.6% |
| 3M | -37.4% | -17.3% | -20.1% | -32.5% |
| 6M | -42.3% | -1.4% | -40.9% | -41.9% |
| YTD | -49.5% | +10.0% | -59.5% | -51.3% |
| 1Y | -54.7% | -6.4% | -48.4% | -53.8% |
| 3Y | +249.6% | +1.5% | +248.1% | +261.7% |
| All | +270.7% | +8.3% | +262.4% | +280.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling