+132.5%
OKLO vs CG
+46.4%
+86.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -3.1% |
| 7D | +1.6% | +0.2% | +1.4% | +1.9% |
| 30D | -17.6% | +11.2% | -28.8% | -25.0% |
| 3M | -48.5% | -22.1% | -26.4% | -36.2% |
| 6M | -65.7% | -17.9% | -47.7% | -59.7% |
| YTD | -66.7% | -31.3% | -35.4% | -54.1% |
| 1Y | -76.5% | -24.0% | -52.5% | -70.2% |
| 3Y | +132.5% | +45.0% | +87.5% | +153.6% |
| All | +132.5% | +46.4% | +86.1% | +153.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling