-40.7%
OKLO vs CG
-24.3%
-16.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +5.0% |
| 7D | +2.8% | -4.3% | +7.1% | +6.8% |
| 30D | -4.0% | -5.1% | +1.1% | +0.1% |
| 3M | -36.9% | +8.7% | -45.6% | -42.4% |
| 6M | -37.1% | -9.2% | -27.9% | -31.2% |
| YTD | -42.5% | -18.9% | -23.6% | -28.9% |
| 1Y | -40.7% | -25.6% | -15.1% | -21.3% |
| All | -40.7% | -24.3% | -16.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling