-80.3%
OKLO vs CLSK
-58.7%
-21.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -16.6% | +10.7% | +3.0% |
| 7D | -18.4% | -20.7% | +2.3% | -8.8% |
| 30D | -38.5% | -45.5% | +7.0% | -15.8% |
| 3M | -48.9% | -52.0% | +3.1% | -26.9% |
| 6M | -67.8% | -47.0% | -20.8% | -58.3% |
| YTD | -69.2% | -32.8% | -36.4% | -65.8% |
| 1Y | -80.3% | -58.1% | -22.2% | -73.2% |
| All | -80.3% | -58.7% | -21.6% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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