+284.9%
OKLO vs LUNR
+234.6%
+50.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.2% | -5.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | -15.2% | -11.3% | -3.9% | -12.3% |
| 3M | -26.2% | -44.9% | +18.7% | -12.4% |
| 6M | -35.0% | -17.3% | -17.7% | -33.8% |
| YTD | -44.4% | -9.9% | -34.5% | -45.0% |
| 1Y | -45.9% | +76.1% | -122.1% | -55.3% |
| All | +284.9% | +234.6% | +50.4% | +226.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling