-80.3%
OKLO vs CRS
-3.8%
-76.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.3% | -4.9% |
| 7D | -18.4% | +4.3% | -22.8% | -20.7% |
| 30D | -38.5% | -25.5% | -13.0% | -27.3% |
| 3M | -48.9% | -48.7% | -0.2% | -20.5% |
| 6M | -67.8% | -31.6% | -36.1% | -60.2% |
| YTD | -69.2% | -7.0% | -62.1% | -71.9% |
| 1Y | -80.3% | -4.5% | -75.8% | -82.4% |
| All | -80.3% | -3.8% | -76.5% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling