+299.5%
OKLO vs CLF
-14.9%
+314.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.1% |
| 7D | +2.8% | +7.6% | -4.8% | +0.7% |
| 30D | -4.0% | -1.2% | -2.8% | -3.8% |
| 3M | -36.9% | -13.4% | -23.5% | -34.8% |
| 6M | -37.1% | +15.4% | -52.6% | -39.9% |
| YTD | -42.5% | -5.9% | -36.6% | -43.1% |
| 1Y | -40.7% | +18.8% | -59.5% | -44.1% |
| All | +299.5% | -14.9% | +314.4% | +321.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling