+299.6%
OKLO vs CLX
-42.0%
+341.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -6.5% |
| 7D | +0.1% | -5.9% | +6.0% | -0.8% |
| 30D | -15.2% | -17.0% | +1.9% | -17.6% |
| 3M | -26.2% | -9.6% | -16.6% | -27.1% |
| 6M | -35.0% | -21.5% | -13.5% | -37.6% |
| YTD | -44.4% | -8.8% | -35.6% | -45.0% |
| 1Y | -45.9% | -24.7% | -21.3% | -47.8% |
| 3Y | +284.9% | -35.6% | +320.6% | +268.3% |
| 5Y | +305.3% | -37.6% | +342.9% | +286.9% |
| All | +299.6% | -42.0% | +341.6% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling