+131.3%
OKLO vs CART
+40.2%
+91.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.8% | -2.3% |
| 7D | +1.6% | +1.3% | +0.3% | +1.4% |
| 30D | -17.6% | +19.2% | -36.8% | -19.8% |
| 3M | -48.5% | +17.6% | -66.1% | -49.9% |
| 6M | -65.7% | +47.4% | -113.0% | -67.9% |
| YTD | -66.7% | +30.9% | -97.5% | -68.4% |
| 1Y | -76.5% | +46.0% | -122.4% | -78.2% |
| 3Y | +132.5% | +130.3% | +2.1% | +106.5% |
| All | +131.3% | +40.2% | +91.2% | +105.9% |
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