+310.9%
OKLO vs CLX
-35.1%
+346.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -2.3% |
| 7D | +7.7% | -4.9% | +12.7% | +6.2% |
| 30D | -4.3% | -15.8% | +11.5% | -9.0% |
| 3M | -24.6% | -7.9% | -16.7% | -26.1% |
| 6M | -31.1% | -19.0% | -12.0% | -36.2% |
| YTD | -40.7% | -7.9% | -32.7% | -41.5% |
| 1Y | -42.4% | -25.4% | -17.1% | -47.0% |
| All | +310.9% | -35.1% | +346.0% | +272.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling