+262.9%
OKLO vs CRH
+105.9%
+157.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.0% | -10.2% | -9.6% |
| 7D | -12.2% | -6.1% | -6.2% | -9.9% |
| 30D | -19.7% | -9.3% | -10.5% | -16.3% |
| 3M | -37.4% | -15.2% | -22.2% | -33.1% |
| 6M | -42.3% | -14.2% | -28.1% | -38.0% |
| YTD | -49.5% | -28.3% | -21.3% | -42.1% |
| 1Y | -54.7% | -21.8% | -32.9% | -49.5% |
| 3Y | +249.6% | +71.6% | +178.0% | +267.4% |
| 5Y | +268.1% | +96.6% | +171.5% | +287.8% |
| All | +262.9% | +105.9% | +157.0% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 all: compounded portfolio wealth divided by compounded CRH 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…
all analysis · Full analysis span regression · 6 months rolling