+137.6%
OKLO vs CCJ
+69.8%
+67.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.0% | -1.5% |
| 7D | +27.3% | +5.0% | +22.3% | +22.0% |
| 30D | -23.1% | -16.7% | -6.4% | -3.4% |
| 3M | -45.8% | -27.5% | -18.3% | -20.3% |
| 6M | -66.8% | -38.6% | -28.2% | -40.0% |
| YTD | -65.9% | -21.5% | -44.4% | -52.0% |
| 1Y | -78.0% | -22.3% | -55.7% | -68.2% |
| All | +137.6% | +69.8% | +67.8% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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