+262.9%
OKLO vs HRB
+130.9%
+132.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.5% | -9.7% | -9.1% |
| 7D | -12.2% | -8.0% | -4.2% | -13.7% |
| 30D | -19.7% | -16.0% | -3.8% | -22.4% |
| 3M | -37.4% | +26.9% | -64.3% | -33.8% |
| 6M | -42.3% | +51.1% | -93.4% | -36.5% |
| YTD | -49.5% | +7.1% | -56.6% | -47.4% |
| 1Y | -54.7% | -9.6% | -45.1% | -54.1% |
| 3Y | +249.6% | +25.4% | +224.2% | +272.5% |
| 5Y | +268.1% | +114.9% | +153.2% | +293.0% |
| All | +262.9% | +130.9% | +132.0% | +283.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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