+249.6%
OKLO vs NTR
+36.8%
+212.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.8% | -9.1% |
| 7D | -12.2% | -1.3% | -11.0% | -12.1% |
| 30D | -19.7% | +16.8% | -36.5% | -20.8% |
| 3M | -37.4% | +20.7% | -58.1% | -38.6% |
| 6M | -42.3% | +0.5% | -42.8% | -42.1% |
| YTD | -49.5% | +29.2% | -78.7% | -51.9% |
| 1Y | -54.7% | +39.6% | -94.3% | -57.8% |
| 3Y | +249.6% | +37.9% | +211.7% | +208.6% |
| All | +249.6% | +36.8% | +212.9% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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