+326.6%
OKLO vs CLSK
-13.1%
+339.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +7.7% | +17.2% | -9.5% | +4.2% |
| 30D | -4.3% | +14.6% | -18.9% | -7.2% |
| 3M | -24.6% | -16.8% | -7.8% | -22.4% |
| 6M | -31.1% | +38.2% | -69.3% | -35.4% |
| YTD | -40.7% | +31.2% | -71.9% | -43.7% |
| 1Y | -42.4% | +37.3% | -79.8% | -44.9% |
| 3Y | +310.9% | +201.8% | +109.1% | +294.1% |
| 5Y | +332.6% | -1.6% | +334.2% | +314.1% |
| All | +326.6% | -13.1% | +339.6% | +310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling