+137.6%
OKLO vs COR
+80.8%
+56.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.5% |
| 7D | +27.3% | +2.9% | +24.5% | +28.4% |
| 30D | -23.1% | +5.8% | -28.9% | -21.6% |
| 3M | -45.8% | +11.4% | -57.2% | -43.7% |
| 6M | -66.8% | +34.5% | -101.3% | -63.6% |
| YTD | -65.9% | +4.1% | -70.0% | -63.0% |
| 1Y | -78.0% | -3.1% | -74.9% | -76.3% |
| All | +137.6% | +80.8% | +56.8% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling