+132.5%
OKLO vs CME
+65.9%
+66.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -1.8% |
| 7D | +1.6% | +3.9% | -2.4% | +3.6% |
| 30D | -17.6% | +11.3% | -29.0% | -13.1% |
| 3M | -48.5% | +19.6% | -68.1% | -43.8% |
| 6M | -65.7% | +8.1% | -73.7% | -63.2% |
| YTD | -66.7% | +20.4% | -87.1% | -63.3% |
| 1Y | -76.5% | +16.5% | -93.0% | -74.2% |
| 3Y | +132.5% | +66.4% | +66.0% | +146.9% |
| All | +132.5% | +65.9% | +66.5% | +146.9% |
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