+313.5%
OKLO vs CBRE
+75.7%
+237.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | +2.8% | -2.0% | +4.8% | +3.4% |
| 30D | -4.0% | -2.2% | -1.8% | -3.4% |
| 3M | -36.9% | +12.9% | -49.8% | -39.4% |
| 6M | -37.1% | +4.3% | -41.4% | -37.9% |
| YTD | -42.5% | -8.0% | -34.4% | -41.5% |
| 1Y | -40.7% | -8.6% | -32.2% | -39.7% |
| 3Y | +299.1% | +71.9% | +227.3% | +284.7% |
| 5Y | +317.3% | +50.0% | +267.3% | +302.6% |
| All | +313.5% | +75.7% | +237.8% | +293.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling