+145.0%
OKLO vs CP
+31.7%
+113.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.3% | -5.7% |
| 7D | +27.3% | +0.9% | +26.4% | +26.9% |
| 30D | -23.1% | +10.3% | -33.4% | -25.6% |
| 3M | -45.8% | +2.3% | -48.1% | -46.3% |
| 6M | -66.8% | +10.7% | -77.5% | -68.0% |
| YTD | -65.9% | +29.3% | -95.2% | -68.6% |
| 1Y | -78.0% | +31.5% | -109.5% | -79.8% |
| 3Y | +137.4% | +36.7% | +100.7% | +117.6% |
| 5Y | +148.2% | +26.8% | +121.4% | +127.7% |
| All | +145.0% | +31.7% | +113.3% | +124.9% |
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