+249.6%
OKLO vs CLSK
+211.4%
+38.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.8% | -16.0% | -11.5% |
| 7D | -12.2% | +7.7% | -20.0% | -14.7% |
| 30D | -19.7% | +12.2% | -32.0% | -23.5% |
| 3M | -37.4% | -15.5% | -21.9% | -35.1% |
| 6M | -42.3% | +39.3% | -81.6% | -49.2% |
| YTD | -49.5% | +35.1% | -84.6% | -55.1% |
| 1Y | -54.7% | +34.0% | -88.7% | -58.9% |
| 3Y | +249.6% | +226.3% | +23.4% | +211.4% |
| All | +249.6% | +211.4% | +38.2% | +211.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling