-54.7%
OKLO vs CLSK
+36.0%
-90.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.8% | -16.0% | -13.0% |
| 7D | -12.2% | +7.7% | -20.0% | -16.3% |
| 30D | -19.7% | +12.2% | -32.0% | -26.2% |
| 3M | -37.4% | -15.5% | -21.9% | -33.8% |
| 6M | -42.3% | +39.3% | -81.6% | -55.9% |
| YTD | -49.5% | +35.1% | -84.6% | -61.2% |
| 1Y | -54.7% | +34.0% | -88.7% | -60.2% |
| All | -54.7% | +36.0% | -90.7% | -60.2% |
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