+86.2%
OKLO vs CF
+56.6%
+29.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | +6.2% | -19.4% | -12.2% |
| 7D | -28.4% | +0.4% | -28.8% | -28.1% |
| 30D | -50.2% | +2.2% | -52.4% | -49.8% |
| 3M | -55.3% | +2.1% | -57.5% | -54.8% |
| 6M | -71.9% | -6.5% | -65.4% | -71.6% |
| YTD | -73.2% | +55.6% | -128.8% | -74.5% |
| 1Y | -84.2% | +42.3% | -126.5% | -84.8% |
| All | +86.2% | +56.6% | +29.6% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling