+337.9%
OKLO vs LUNR
+62.5%
+275.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.9% | -0.9% | +4.4% |
| 7D | +12.4% | +6.5% | +5.9% | +11.8% |
| 30D | -10.6% | -4.4% | -6.2% | -10.2% |
| 3M | -26.5% | -47.3% | +20.7% | -22.3% |
| 6M | -25.6% | -11.1% | -14.6% | -25.1% |
| YTD | -39.6% | -3.4% | -36.3% | -39.5% |
| 1Y | -38.8% | +85.8% | -124.5% | -41.0% |
| 3Y | +318.1% | +264.7% | +53.4% | +308.0% |
| All | +337.9% | +62.5% | +275.4% | +327.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling