-40.7%
OKLO vs NRG
-18.6%
-22.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.4% | -2.8% | -1.0% |
| 7D | +2.8% | +7.1% | -4.3% | -2.2% |
| 30D | -4.0% | -1.4% | -2.6% | -3.6% |
| 3M | -36.9% | -10.5% | -26.4% | -34.5% |
| 6M | -37.1% | -26.7% | -10.4% | -23.3% |
| YTD | -42.5% | -24.5% | -18.0% | -34.8% |
| 1Y | -40.7% | -18.6% | -22.2% | -26.8% |
| All | -40.7% | -18.6% | -22.1% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling