+298.4%
OKLO vs CME
+54.5%
+243.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.5% |
| 7D | +2.8% | -1.6% | +4.4% | +2.2% |
| 30D | -4.0% | +6.2% | -10.2% | -1.6% |
| 3M | -36.9% | +10.4% | -47.3% | -34.3% |
| 6M | -37.1% | -9.5% | -27.6% | -37.1% |
| YTD | -42.5% | +6.0% | -48.5% | -40.9% |
| 1Y | -40.7% | +9.3% | -50.0% | -38.7% |
| All | +298.4% | +54.5% | +243.9% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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