+145.0%
OKLO vs MAR
+223.6%
-78.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.1% |
| 7D | +27.3% | +1.8% | +25.6% | +26.5% |
| 30D | -23.1% | +14.3% | -37.4% | -26.6% |
| 3M | -45.8% | +20.0% | -65.8% | -49.3% |
| 6M | -66.8% | +21.7% | -88.5% | -69.3% |
| YTD | -65.9% | +37.7% | -103.6% | -69.8% |
| 1Y | -78.0% | +46.8% | -124.8% | -81.1% |
| 3Y | +137.4% | +121.0% | +16.4% | +93.2% |
| 5Y | +148.2% | +183.1% | -34.9% | +100.0% |
| All | +145.0% | +223.6% | -78.6% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling