+143.6%
OKLO vs CRL
+102.9%
+40.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -5.8% |
| 7D | +6.8% | -1.7% | +8.5% | +7.8% |
| 30D | -27.7% | +14.6% | -42.3% | -30.2% |
| 3M | -43.6% | +24.8% | -68.4% | -46.9% |
| 6M | -65.4% | +94.7% | -160.1% | -71.7% |
| YTD | -65.0% | +73.4% | -138.4% | -70.6% |
| 1Y | -77.5% | +104.7% | -182.2% | -82.0% |
| 3Y | +143.6% | +101.1% | +42.5% | +108.6% |
| All | +143.6% | +102.9% | +40.7% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling