-80.3%
OKLO vs LUNR
-9.9%
-70.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.2% | -0.6% | -3.4% |
| 7D | -18.4% | -14.3% | -4.1% | -12.5% |
| 30D | -38.5% | -30.5% | -8.0% | -27.4% |
| 3M | -48.9% | -28.9% | -20.1% | -40.7% |
| 6M | -67.8% | -60.8% | -6.9% | -54.6% |
| YTD | -69.2% | -38.8% | -30.4% | -66.4% |
| 1Y | -80.3% | -4.5% | -75.8% | -82.8% |
| All | -80.3% | -9.9% | -70.4% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 1y: compounded portfolio wealth divided by compounded LUNR 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…
1y analysis · Full analysis span regression · 6 months rolling