+143.6%
OKLO vs CTAS
+74.6%
+69.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.5% | -6.4% |
| 7D | +6.8% | +0.7% | +6.1% | +6.9% |
| 30D | -27.7% | +11.3% | -39.0% | -27.3% |
| 3M | -43.6% | +11.4% | -55.0% | -43.3% |
| 6M | -65.4% | +35.6% | -101.0% | -66.1% |
| YTD | -65.0% | +20.7% | -85.7% | -65.0% |
| 1Y | -77.5% | +22.8% | -100.3% | -77.6% |
| 3Y | +143.6% | +73.4% | +70.2% | +155.8% |
| All | +143.6% | +74.6% | +69.0% | +155.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling