+313.5%
OKLO vs MAR
+156.5%
+157.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.5% |
| 7D | +2.8% | -4.2% | +7.0% | +4.4% |
| 30D | -4.0% | -6.7% | +2.7% | -1.8% |
| 3M | -36.9% | -12.5% | -24.4% | -34.1% |
| 6M | -37.1% | +0.6% | -37.7% | -37.5% |
| YTD | -42.5% | +9.1% | -51.6% | -44.7% |
| 1Y | -40.7% | +26.2% | -66.9% | -46.2% |
| 3Y | +299.1% | +68.2% | +231.0% | +253.3% |
| 5Y | +317.3% | +163.9% | +153.4% | +261.7% |
| All | +313.5% | +156.5% | +157.1% | +259.4% |
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 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