-80.3%
OKLO vs OUST
+11.1%
-91.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +15.7% | -21.6% | -12.7% |
| 7D | -18.4% | -0.2% | -18.2% | -19.1% |
| 30D | -38.5% | -24.0% | -14.5% | -31.2% |
| 3M | -48.9% | -29.9% | -19.1% | -41.9% |
| 6M | -67.8% | +19.1% | -86.9% | -76.3% |
| YTD | -69.2% | +55.0% | -124.2% | -83.2% |
| 1Y | -80.3% | +21.2% | -101.5% | -86.5% |
| All | -80.3% | +11.1% | -91.4% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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