+143.6%
OKLO vs CF
+62.9%
+80.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.6% | -9.1% | -6.1% |
| 7D | +6.8% | +4.8% | +2.1% | +7.9% |
| 30D | -27.7% | +9.7% | -37.4% | -26.4% |
| 3M | -43.6% | +1.2% | -44.8% | -43.0% |
| 6M | -65.4% | +7.4% | -72.8% | -64.7% |
| YTD | -65.0% | +60.5% | -125.6% | -66.5% |
| 1Y | -77.5% | +50.7% | -128.2% | -78.3% |
| 3Y | +143.6% | +64.8% | +78.8% | +126.7% |
| All | +143.6% | +62.9% | +80.7% | +126.7% |
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