+151.4%
OKLO vs CP
+30.6%
+120.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.3% | -6.3% | -6.4% |
| 7D | +6.8% | +2.8% | +4.0% | +5.8% |
| 30D | -27.7% | +11.0% | -38.7% | -30.3% |
| 3M | -43.6% | +3.8% | -47.5% | -44.3% |
| 6M | -65.4% | +9.5% | -74.9% | -66.6% |
| YTD | -65.0% | +28.2% | -93.2% | -67.7% |
| 1Y | -77.5% | +33.0% | -110.5% | -79.4% |
| 3Y | +143.6% | +35.5% | +108.0% | +124.0% |
| 5Y | +154.7% | +25.8% | +128.9% | +134.3% |
| All | +151.4% | +30.6% | +120.8% | +131.4% |
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