-75.9%
OKLO vs CLF
+14.6%
-90.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +7.0% | +7.0% | +11.2% |
| 7D | +14.1% | -14.1% | +28.2% | +21.0% |
| 30D | -22.7% | -5.5% | -17.1% | -21.3% |
| 3M | -44.6% | 0.0% | -44.6% | -45.3% |
| 6M | -63.0% | +11.3% | -74.2% | -64.9% |
| YTD | -62.6% | -7.7% | -54.9% | -65.2% |
| All | -75.9% | +14.6% | -90.5% | -81.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling