+326.6%
OKLO vs CLF
-41.0%
+367.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | +7.7% | -2.7% | +10.4% | +8.2% |
| 30D | -4.3% | -3.2% | -1.1% | -3.8% |
| 3M | -24.6% | -5.0% | -19.7% | -24.4% |
| 6M | -31.1% | +26.6% | -57.7% | -33.8% |
| YTD | -40.7% | -9.0% | -31.7% | -40.7% |
| 1Y | -42.4% | +11.8% | -54.3% | -43.7% |
| 3Y | +310.9% | -15.1% | +326.0% | +303.0% |
| 5Y | +332.6% | -48.2% | +380.8% | +324.7% |
| All | +326.6% | -41.0% | +367.6% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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