+150.1%
OKLO vs CART
+40.2%
+109.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | +16.9% | -0.6% | +17.5% | +17.1% |
| 30D | -19.7% | +23.1% | -42.8% | -22.2% |
| 3M | -45.0% | +19.2% | -64.2% | -46.6% |
| 6M | -66.9% | +45.7% | -112.6% | -69.0% |
| YTD | -64.0% | +30.9% | -94.8% | -65.9% |
| 1Y | -75.2% | +50.2% | -125.4% | -77.1% |
| 3Y | +151.1% | +133.5% | +17.5% | +123.0% |
| All | +150.1% | +40.2% | +109.9% | +122.5% |
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