+168.9%
OKLO vs CF
+171.6%
-2.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.1% | +14.1% | +14.0% |
| 7D | +14.1% | -0.9% | +15.0% | +14.2% |
| 30D | -22.7% | +6.9% | -29.6% | -22.2% |
| 3M | -44.6% | +4.8% | -49.4% | -44.2% |
| 6M | -63.0% | +4.7% | -67.6% | -62.7% |
| YTD | -62.6% | +56.5% | -119.1% | -63.2% |
| 1Y | -76.2% | +48.4% | -124.6% | -76.5% |
| 3Y | +160.8% | +59.1% | +101.7% | +156.9% |
| 5Y | +172.5% | +109.5% | +63.0% | +165.4% |
| All | +168.9% | +171.6% | -2.6% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling