+313.5%
OKLO vs CRL
-23.5%
+337.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.2% | +3.9% |
| 7D | +2.8% | -1.0% | +3.8% | +3.0% |
| 30D | -4.0% | +10.7% | -14.7% | -5.7% |
| 3M | -36.9% | +55.3% | -92.2% | -41.9% |
| 6M | -37.1% | +60.7% | -97.8% | -42.9% |
| YTD | -42.5% | +44.6% | -87.1% | -46.8% |
| 1Y | -40.7% | +77.7% | -118.5% | -47.3% |
| 3Y | +299.1% | +37.6% | +261.5% | +260.7% |
| 5Y | +317.3% | -35.8% | +353.1% | +284.4% |
| All | +313.5% | -23.5% | +337.0% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling