+266.2%
OKLO vs LUNR
+48.7%
+217.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.8% | -7.3% | -9.0% |
| 7D | -12.2% | -3.1% | -9.1% | -12.0% |
| 30D | -19.7% | -15.3% | -4.4% | -18.5% |
| 3M | -37.4% | -53.2% | +15.8% | -33.1% |
| 6M | -42.3% | -22.2% | -20.1% | -41.1% |
| YTD | -49.5% | -11.6% | -37.9% | -49.0% |
| 1Y | -54.7% | +68.4% | -123.1% | -56.0% |
| 3Y | +249.6% | +216.8% | +32.8% | +244.1% |
| All | +266.2% | +48.7% | +217.5% | +260.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling