-40.7%
OKLO vs MAR
+27.3%
-68.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | +2.8% | -4.2% | +7.0% | +4.1% |
| 30D | -4.0% | -6.7% | +2.7% | -2.1% |
| 3M | -36.9% | -12.5% | -24.4% | -34.0% |
| 6M | -37.1% | +0.6% | -37.7% | -38.7% |
| YTD | -42.5% | +9.1% | -51.6% | -43.8% |
| 1Y | -40.7% | +26.2% | -66.9% | -44.0% |
| All | -40.7% | +27.3% | -68.0% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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