+139.7%
OKLO vs CTAS
+147.3%
-7.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.2% |
| 7D | +1.6% | +2.0% | -0.4% | +1.7% |
| 30D | -17.6% | +8.7% | -26.3% | -17.4% |
| 3M | -48.5% | +13.3% | -61.8% | -48.3% |
| 6M | -65.7% | +39.4% | -105.0% | -66.1% |
| YTD | -66.7% | +21.5% | -88.2% | -66.7% |
| 1Y | -76.5% | +21.9% | -98.4% | -76.5% |
| 3Y | +132.5% | +73.6% | +58.8% | +135.2% |
| 5Y | +142.8% | +116.2% | +26.6% | +145.7% |
| All | +139.7% | +147.3% | -7.6% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling