+136.0%
OKLO vs CLF
-44.1%
+180.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +1.7% | +21.0% | +22.3% |
| 7D | -6.7% | -19.6% | +12.8% | -2.7% |
| 30D | -36.0% | -5.0% | -31.1% | -35.5% |
| 3M | -44.2% | -6.3% | -37.9% | -43.8% |
| 6M | -70.4% | +2.8% | -73.2% | -70.7% |
| YTD | -67.2% | -13.7% | -53.5% | -67.0% |
| 1Y | -77.9% | +13.6% | -91.5% | -78.6% |
| 3Y | +128.4% | -34.0% | +162.4% | +126.0% |
| 5Y | +139.1% | -48.7% | +187.8% | +136.1% |
| All | +136.0% | -44.1% | +180.1% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling