+299.6%
OKLO vs MAR
+150.8%
+148.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.8% |
| 30D | -15.2% | -5.7% | -9.5% | -13.5% |
| 3M | -26.2% | -14.6% | -11.5% | -22.2% |
| 6M | -35.0% | +1.3% | -36.4% | -35.7% |
| YTD | -44.4% | +6.7% | -51.1% | -46.1% |
| 1Y | -45.9% | +26.4% | -72.4% | -51.0% |
| 3Y | +284.9% | +64.7% | +220.2% | +243.3% |
| 5Y | +305.3% | +153.1% | +152.2% | +254.5% |
| All | +299.6% | +150.8% | +148.8% | +249.9% |
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