+299.6%
OKLO vs CTAS
+116.4%
+183.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -6.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | -15.2% | -3.1% | -12.1% | -15.2% |
| 3M | -26.2% | +10.3% | -36.5% | -26.7% |
| 6M | -35.0% | +1.6% | -36.7% | -35.0% |
| YTD | -44.4% | +6.3% | -50.7% | -44.7% |
| 1Y | -45.9% | -0.5% | -45.4% | -45.8% |
| 3Y | +284.9% | +64.6% | +220.4% | +287.9% |
| 5Y | +305.3% | +106.0% | +199.3% | +307.8% |
| All | +299.6% | +116.4% | +183.2% | +301.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling