+141.4%
OKLO vs CRS
+800.5%
-659.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.1% |
| 7D | +1.6% | +4.8% | -3.2% | +0.1% |
| 30D | -17.6% | -23.2% | +5.5% | -9.8% |
| 3M | -48.5% | -45.5% | -3.0% | -35.9% |
| 6M | -65.7% | -33.1% | -32.5% | -60.2% |
| YTD | -66.7% | -7.2% | -59.5% | -65.5% |
| 1Y | -76.5% | -10.0% | -66.4% | -75.3% |
| 3Y | +132.5% | +332.3% | -199.9% | +88.6% |
| All | +141.4% | +800.5% | -659.2% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling