+339.7%
OKLO vs CME
+77.1%
+262.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +4.7% |
| 7D | +12.4% | -2.9% | +15.3% | +11.8% |
| 30D | -10.6% | +5.5% | -16.1% | -9.5% |
| 3M | -26.5% | +11.0% | -37.5% | -24.9% |
| 6M | -25.6% | -9.7% | -16.0% | -25.5% |
| YTD | -39.6% | +4.9% | -44.5% | -38.9% |
| 1Y | -38.8% | +10.1% | -48.8% | -37.9% |
| 3Y | +318.1% | +53.5% | +264.5% | +316.6% |
| 5Y | +339.7% | +77.2% | +262.5% | +337.2% |
| All | +339.7% | +77.1% | +262.6% | +337.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling