+139.7%
OKLO vs MAR
+222.5%
-82.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +1.6% | +1.6% | 0.0% | +1.0% |
| 30D | -17.6% | +13.8% | -31.4% | -21.3% |
| 3M | -48.5% | +20.3% | -68.8% | -51.9% |
| 6M | -65.7% | +21.3% | -87.0% | -68.2% |
| YTD | -66.7% | +37.2% | -103.9% | -70.5% |
| 1Y | -76.5% | +48.4% | -124.9% | -79.8% |
| 3Y | +132.5% | +120.1% | +12.3% | +89.4% |
| 5Y | +142.8% | +182.1% | -39.2% | +95.9% |
| All | +139.7% | +222.5% | -82.8% | +91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling