+139.7%
OKLO vs CRS
+721.7%
-582.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.2% |
| 7D | +1.6% | +4.8% | -3.2% | +0.2% |
| 30D | -17.6% | -23.2% | +5.5% | -10.2% |
| 3M | -48.5% | -45.5% | -3.0% | -36.6% |
| 6M | -65.7% | -33.1% | -32.5% | -60.5% |
| 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% | +92.2% |
| 5Y | +142.8% | +801.9% | -659.0% | +100.2% |
| All | +139.7% | +721.7% | -582.0% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling