+262.9%
OKLO vs NRG
+219.9%
+43.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.6% | -10.8% | -10.2% |
| 7D | -12.2% | -4.7% | -7.6% | -9.6% |
| 30D | -19.7% | -6.0% | -13.8% | -16.9% |
| 3M | -37.4% | -8.0% | -29.4% | -36.0% |
| 6M | -42.3% | -23.2% | -19.1% | -33.8% |
| YTD | -49.5% | -28.1% | -21.5% | -40.2% |
| 1Y | -54.7% | -27.3% | -27.4% | -45.2% |
| 3Y | +249.6% | +208.7% | +41.0% | +198.1% |
| 5Y | +268.1% | +197.7% | +70.4% | +212.9% |
| All | +262.9% | +219.9% | +43.0% | +205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling