+272.6%
OKLO vs CRBG
+117.3%
+155.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.4% | -10.6% | -10.0% |
| 7D | -12.2% | +0.6% | -12.8% | -12.7% |
| 30D | -19.7% | +2.6% | -22.4% | -21.2% |
| 3M | -37.4% | +24.0% | -61.4% | -45.3% |
| 6M | -42.3% | +50.5% | -92.8% | -54.6% |
| YTD | -49.5% | +17.1% | -66.7% | -54.6% |
| 1Y | -54.7% | +5.9% | -60.6% | -57.2% |
| 3Y | +249.6% | +122.7% | +126.9% | +210.0% |
| All | +272.6% | +117.3% | +155.3% | +231.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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