-80.3%
OKLO vs CSGP
-53.2%
-27.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.9% | -5.3% |
| 7D | -18.4% | +18.3% | -36.7% | -16.8% |
| 30D | -38.5% | +17.8% | -56.3% | -37.1% |
| 3M | -48.9% | +9.3% | -58.2% | -48.0% |
| 6M | -67.8% | -7.9% | -59.8% | -66.9% |
| YTD | -69.2% | -51.5% | -17.6% | -67.9% |
| 1Y | -80.3% | -53.3% | -27.0% | -78.5% |
| All | -80.3% | -53.2% | -27.1% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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