+339.7%
OKLO vs CG
+9.5%
+330.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +6.0% |
| 7D | +12.4% | -1.3% | +13.7% | +13.0% |
| 30D | -10.6% | -3.2% | -7.4% | -9.2% |
| 3M | -26.5% | +6.2% | -32.7% | -28.9% |
| 6M | -25.6% | -4.7% | -21.0% | -24.2% |
| YTD | -39.6% | -20.6% | -19.0% | -32.8% |
| 1Y | -38.8% | -26.4% | -12.4% | -29.6% |
| 3Y | +318.1% | +55.4% | +262.7% | +324.6% |
| 5Y | +339.7% | +9.8% | +329.9% | +350.0% |
| All | +339.7% | +9.5% | +330.2% | +350.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling