+159.6%
OKLO vs CART
+39.2%
+120.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.6% | +13.4% | +13.9% |
| 7D | +14.1% | +1.5% | +12.6% | +13.9% |
| 30D | -22.7% | +22.4% | -45.1% | -25.0% |
| 3M | -44.6% | +16.5% | -61.1% | -46.0% |
| 6M | -63.0% | +44.9% | -107.9% | -65.3% |
| YTD | -62.6% | +30.0% | -92.6% | -64.6% |
| 1Y | -76.2% | +59.1% | -135.2% | -78.3% |
| 3Y | +160.8% | +138.8% | +22.0% | +131.9% |
| All | +159.6% | +39.2% | +120.4% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling