+326.6%
OKLO vs NTR
+59.7%
+266.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | +7.7% | +0.5% | +7.2% | +7.7% |
| 30D | -4.3% | +21.7% | -26.0% | -5.1% |
| 3M | -24.6% | +22.8% | -47.4% | -25.3% |
| 6M | -31.1% | +8.2% | -39.3% | -31.3% |
| YTD | -40.7% | +32.9% | -73.6% | -41.9% |
| 1Y | -42.4% | +45.3% | -87.8% | -44.1% |
| 3Y | +310.9% | +41.7% | +269.2% | +294.6% |
| 5Y | +332.6% | +49.8% | +282.8% | +308.9% |
| All | +326.6% | +59.7% | +266.8% | +302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling