+136.0%
OKLO vs CASY
+268.3%
-132.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -0.3% | +22.9% | +22.7% |
| 7D | -6.7% | +1.1% | -7.8% | -7.1% |
| 30D | -36.0% | +8.7% | -44.7% | -37.5% |
| 3M | -44.2% | -17.3% | -26.9% | -42.0% |
| 6M | -70.4% | -19.7% | -50.7% | -69.2% |
| YTD | -67.2% | +24.8% | -92.0% | -71.0% |
| 1Y | -77.9% | +31.9% | -109.8% | -80.9% |
| 3Y | +128.4% | +155.4% | -27.0% | +80.0% |
| 5Y | +139.1% | +250.6% | -111.5% | +88.0% |
| All | +136.0% | +268.3% | -132.3% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling