+334.0%
OKLO vs CBOE
+169.6%
+164.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +4.5% |
| 7D | +12.4% | -4.6% | +17.1% | +11.0% |
| 30D | -10.6% | +2.6% | -13.2% | -9.6% |
| 3M | -26.5% | +4.9% | -31.5% | -24.7% |
| 6M | -25.6% | -2.2% | -23.5% | -24.1% |
| YTD | -39.6% | +17.7% | -57.4% | -36.6% |
| 1Y | -38.8% | +26.1% | -64.8% | -34.8% |
| 3Y | +318.1% | +97.1% | +220.9% | +349.1% |
| 5Y | +339.7% | +149.2% | +190.5% | +370.7% |
| All | +334.0% | +169.6% | +164.3% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling