+168.9%
OKLO vs CLF
-40.2%
+209.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +7.0% | +7.0% | +12.6% |
| 7D | +14.1% | -14.1% | +28.2% | +17.6% |
| 30D | -22.7% | -5.5% | -17.1% | -21.9% |
| 3M | -44.6% | 0.0% | -44.6% | -44.8% |
| 6M | -63.0% | +11.3% | -74.2% | -63.9% |
| YTD | -62.6% | -7.7% | -54.9% | -62.8% |
| 1Y | -76.2% | +17.5% | -93.7% | -77.1% |
| 3Y | +160.8% | -25.4% | +186.3% | +154.8% |
| 5Y | +172.5% | -46.0% | +218.5% | +166.0% |
| All | +168.9% | -40.2% | +209.1% | +161.3% |
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