+154.7%
OKLO vs CTAS
+116.8%
+37.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.9% | -7.5% | -6.5% |
| 7D | +6.8% | +0.7% | +6.1% | +6.9% |
| 30D | -27.7% | +11.3% | -39.0% | -27.5% |
| 3M | -43.6% | +11.4% | -55.0% | -43.4% |
| 6M | -65.4% | +35.6% | -101.0% | -65.8% |
| YTD | -65.0% | +20.7% | -85.7% | -65.1% |
| 1Y | -77.5% | +22.8% | -100.3% | -77.6% |
| 3Y | +143.6% | +73.4% | +70.2% | +147.3% |
| 5Y | +154.7% | +117.6% | +37.1% | +158.2% |
| All | +154.7% | +116.8% | +37.9% | +158.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling