-40.7%
OKLO vs CTAS
-1.7%
-39.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.4% |
| 7D | +2.8% | -1.8% | +4.6% | +1.6% |
| 30D | -4.0% | -0.2% | -3.8% | -4.1% |
| 3M | -36.9% | +11.7% | -48.6% | -32.5% |
| 6M | -37.1% | +0.7% | -37.8% | -39.4% |
| YTD | -42.5% | +7.4% | -49.9% | -39.7% |
| 1Y | -40.7% | -2.1% | -38.6% | -44.3% |
| All | -40.7% | -1.7% | -39.0% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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