+299.6%
OKLO vs OSCR
+61.0%
+238.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -8.9% | -6.5% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | -15.2% | +16.5% | -31.6% | -16.1% |
| 3M | -26.2% | +17.0% | -43.2% | -27.0% |
| 6M | -35.0% | +145.0% | -180.0% | -38.8% |
| YTD | -44.4% | +126.7% | -171.1% | -47.4% |
| 1Y | -45.9% | +67.2% | -113.2% | -48.5% |
| 3Y | +284.9% | +405.1% | -120.2% | +261.4% |
| 5Y | +305.3% | +86.2% | +219.1% | +283.0% |
| All | +299.6% | +61.0% | +238.6% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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