+326.6%
OKLO vs CG
+9.5%
+317.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | +0.1% |
| 7D | +7.7% | -6.4% | +14.1% | +10.9% |
| 30D | -4.3% | -7.1% | +2.7% | -1.1% |
| 3M | -24.6% | -1.6% | -23.0% | -24.4% |
| 6M | -31.1% | -8.3% | -22.8% | -28.5% |
| YTD | -40.7% | -23.8% | -16.9% | -32.9% |
| 1Y | -42.4% | -28.7% | -13.7% | -33.0% |
| 3Y | +310.9% | +49.2% | +261.7% | +325.1% |
| 5Y | +332.6% | +5.5% | +327.1% | +350.6% |
| All | +326.6% | +9.5% | +317.1% | +343.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling