+249.6%
OKLO vs CBOE
+89.1%
+160.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.2% | -6.9% | -10.1% |
| 7D | -12.2% | -5.8% | -6.4% | -14.6% |
| 30D | -19.7% | -3.1% | -16.6% | -20.6% |
| 3M | -37.4% | -4.8% | -32.6% | -37.6% |
| 6M | -42.3% | -0.6% | -41.7% | -40.4% |
| YTD | -49.5% | +12.8% | -62.3% | -45.5% |
| 1Y | -54.7% | +19.8% | -74.5% | -49.7% |
| 3Y | +249.6% | +86.9% | +162.7% | +308.2% |
| All | +249.6% | +89.1% | +160.5% | +308.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling