+145.0%
OKLO vs COR
+229.9%
-84.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.5% |
| 7D | +27.3% | +2.9% | +24.5% | +28.0% |
| 30D | -23.1% | +5.8% | -28.9% | -22.1% |
| 3M | -45.8% | +11.4% | -57.2% | -44.5% |
| 6M | -66.8% | +34.5% | -101.3% | -64.9% |
| YTD | -65.9% | +4.1% | -70.0% | -64.2% |
| 1Y | -78.0% | -3.1% | -74.9% | -77.0% |
| 3Y | +137.4% | +80.9% | +56.5% | +143.6% |
| 5Y | +148.2% | +195.1% | -46.9% | +149.9% |
| All | +145.0% | +229.9% | -84.9% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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