-80.3%
OKLO vs MAR
+62.0%
-142.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.0% | -7.9% | -6.3% |
| 7D | -18.4% | +7.7% | -26.2% | -19.9% |
| 30D | -38.5% | +19.4% | -57.9% | -41.2% |
| 3M | -48.9% | +23.3% | -72.3% | -51.8% |
| 6M | -67.8% | +22.8% | -90.6% | -69.9% |
| YTD | -69.2% | +37.8% | -106.9% | -71.8% |
| 1Y | -80.3% | +57.4% | -137.7% | -85.1% |
| All | -80.3% | +62.0% | -142.3% | -85.1% |
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