+132.5%
OKLO vs CF
+68.9%
+63.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.1% |
| 7D | +1.6% | +4.8% | -3.2% | +2.4% |
| 30D | -17.6% | +4.7% | -22.3% | -16.7% |
| 3M | -48.5% | +7.4% | -55.9% | -47.5% |
| 6M | -65.7% | +0.6% | -66.3% | -64.9% |
| YTD | -66.7% | +64.1% | -130.8% | -67.9% |
| 1Y | -76.5% | +51.4% | -127.9% | -77.2% |
| 3Y | +132.5% | +67.8% | +64.7% | +116.9% |
| All | +132.5% | +68.9% | +63.6% | +116.9% |
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 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