+326.6%
OKLO vs CASY
+236.6%
+90.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -14.2% | +12.5% | +1.9% |
| 7D | +7.7% | -16.5% | +24.2% | +12.4% |
| 30D | -4.3% | -26.4% | +22.1% | +2.9% |
| 3M | -24.6% | -17.3% | -7.3% | -23.1% |
| 6M | -31.1% | -5.2% | -25.9% | -33.2% |
| YTD | -40.7% | +14.1% | -54.8% | -46.2% |
| 1Y | -42.4% | +16.6% | -59.1% | -48.1% |
| 3Y | +310.9% | +163.7% | +147.2% | +232.3% |
| 5Y | +332.6% | +231.3% | +101.3% | +248.6% |
| All | +326.6% | +236.6% | +90.0% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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