+313.5%
OKLO vs CTAS
+118.7%
+194.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.6% |
| 7D | +2.8% | -1.8% | +4.6% | +2.8% |
| 30D | -4.0% | -0.2% | -3.8% | -4.0% |
| 3M | -36.9% | +11.7% | -48.6% | -37.3% |
| 6M | -37.1% | +0.7% | -37.8% | -37.1% |
| YTD | -42.5% | +7.4% | -49.9% | -42.7% |
| 1Y | -40.7% | -2.1% | -38.6% | -40.4% |
| 3Y | +299.1% | +62.9% | +236.2% | +302.3% |
| 5Y | +317.3% | +111.9% | +205.4% | +319.7% |
| All | +313.5% | +118.7% | +194.9% | +315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling