+318.1%
OKLO vs CG
+56.8%
+261.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +6.7% |
| 7D | +12.4% | -1.3% | +13.7% | +13.4% |
| 30D | -10.6% | -3.2% | -7.4% | -8.3% |
| 3M | -26.5% | +6.2% | -32.7% | -31.3% |
| 6M | -25.6% | -4.7% | -21.0% | -23.7% |
| YTD | -39.6% | -20.6% | -19.0% | -27.1% |
| 1Y | -38.8% | -26.4% | -12.4% | -21.3% |
| 3Y | +318.1% | +55.4% | +262.7% | +305.7% |
| All | +318.1% | +56.8% | +261.3% | +305.7% |
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