+318.1%
OKLO vs CBRE
+67.4%
+250.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.8% | +8.7% | +6.8% |
| 7D | +12.4% | -1.5% | +13.9% | +13.0% |
| 30D | -10.6% | -4.0% | -6.6% | -9.0% |
| 3M | -26.5% | +8.0% | -34.5% | -30.2% |
| 6M | -25.6% | +4.0% | -29.6% | -27.3% |
| YTD | -39.6% | -11.5% | -28.1% | -36.7% |
| 1Y | -38.8% | -13.0% | -25.8% | -35.5% |
| 3Y | +318.1% | +66.9% | +251.2% | +297.0% |
| All | +318.1% | +67.4% | +250.6% | +297.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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