+334.0%
OKLO vs CP
+26.6%
+307.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.5% | +5.1% |
| 7D | +12.4% | +2.4% | +10.0% | +11.5% |
| 30D | -10.6% | -0.5% | -10.0% | -10.3% |
| 3M | -26.5% | +1.4% | -27.9% | -27.1% |
| 6M | -25.6% | +10.3% | -36.0% | -28.0% |
| YTD | -39.6% | +24.3% | -63.9% | -43.6% |
| 1Y | -38.8% | +20.4% | -59.2% | -42.2% |
| 3Y | +318.1% | +21.8% | +296.3% | +289.3% |
| 5Y | +339.7% | +31.5% | +308.2% | +308.5% |
| All | +334.0% | +26.6% | +307.4% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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