+136.0%
OKLO vs CF
+171.8%
-35.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +0.7% | +22.0% | +22.7% |
| 7D | -6.7% | -3.2% | -3.6% | -6.8% |
| 30D | -36.0% | +4.3% | -40.4% | -35.7% |
| 3M | -44.2% | +2.8% | -47.0% | -43.8% |
| 6M | -70.4% | +0.6% | -71.0% | -70.2% |
| YTD | -67.2% | +56.6% | -123.8% | -67.7% |
| 1Y | -77.9% | +49.6% | -127.6% | -78.2% |
| 3Y | +128.4% | +61.5% | +66.9% | +125.0% |
| 5Y | +139.1% | +124.0% | +15.1% | +133.1% |
| All | +136.0% | +171.8% | -35.8% | +130.6% |
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