+310.9%
OKLO vs MAR
+64.8%
+246.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.3% |
| 7D | +7.7% | -0.5% | +8.2% | +8.0% |
| 30D | -4.3% | -4.7% | +0.3% | -1.3% |
| 3M | -24.6% | -15.6% | -9.0% | -15.2% |
| 6M | -31.1% | +1.2% | -32.3% | -33.4% |
| YTD | -40.7% | +7.5% | -48.2% | -46.2% |
| 1Y | -42.4% | +26.6% | -69.1% | -56.2% |
| All | +310.9% | +64.8% | +246.1% | +196.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling