+298.4%
OKLO vs CRL
+41.7%
+256.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.2% | +4.0% |
| 7D | +2.8% | -1.0% | +3.8% | +3.1% |
| 30D | -4.0% | +10.7% | -14.7% | -6.6% |
| 3M | -36.9% | +55.3% | -92.2% | -44.4% |
| 6M | -37.1% | +60.7% | -97.8% | -45.8% |
| YTD | -42.5% | +44.6% | -87.1% | -48.9% |
| 1Y | -40.7% | +77.7% | -118.5% | -50.8% |
| All | +298.4% | +41.7% | +256.7% | +259.4% |
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