+299.1%
OKLO vs CART
+21.6%
+277.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.8% | +3.8% |
| 7D | +2.8% | +1.0% | +1.8% | +2.6% |
| 30D | -4.0% | +12.6% | -16.6% | -5.9% |
| 3M | -36.9% | +23.1% | -60.0% | -39.1% |
| 6M | -37.1% | +39.5% | -76.7% | -41.0% |
| YTD | -42.5% | +13.5% | -56.0% | -44.2% |
| 1Y | -40.7% | +14.9% | -55.6% | -43.3% |
| All | +299.1% | +21.6% | +277.5% | +263.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling