+145.0%
OKLO vs CLF
-36.2%
+181.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.4% |
| 7D | +27.3% | +16.0% | +11.4% | +23.9% |
| 30D | -23.1% | +1.6% | -24.7% | -23.5% |
| 3M | -45.8% | +6.7% | -52.5% | -46.7% |
| 6M | -66.8% | +21.1% | -87.9% | -68.1% |
| YTD | -65.9% | -1.6% | -64.3% | -66.6% |
| 1Y | -78.0% | +18.5% | -96.5% | -78.9% |
| 3Y | +137.4% | -21.0% | +158.4% | +128.9% |
| 5Y | +148.2% | -41.4% | +189.6% | +139.1% |
| All | +145.0% | -36.2% | +181.2% | +135.0% |
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