+326.6%
OKLO vs CRL
-26.2%
+352.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | +7.7% | -4.6% | +12.3% | +8.6% |
| 30D | -4.3% | +0.5% | -4.8% | -4.4% |
| 3M | -24.6% | +46.6% | -71.2% | -29.9% |
| 6M | -31.1% | +57.3% | -88.4% | -37.2% |
| YTD | -40.7% | +39.5% | -80.2% | -44.8% |
| 1Y | -42.4% | +76.9% | -119.3% | -48.8% |
| 3Y | +310.9% | +39.4% | +271.6% | +273.6% |
| 5Y | +332.6% | -37.2% | +369.8% | +301.0% |
| All | +326.6% | -26.2% | +352.8% | +294.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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