+139.7%
OKLO vs OUST
-70.9%
+210.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.5% | +6.4% | -0.4% |
| 7D | +1.6% | -3.8% | +5.4% | +2.5% |
| 30D | -17.6% | +5.1% | -22.7% | -18.4% |
| 3M | -48.5% | -25.8% | -22.7% | -45.5% |
| 6M | -65.7% | -2.0% | -63.6% | -66.3% |
| YTD | -66.7% | +54.7% | -121.4% | -70.1% |
| 1Y | -76.5% | +48.8% | -125.3% | -78.7% |
| 3Y | +132.5% | +607.8% | -475.4% | +92.8% |
| 5Y | +142.8% | -52.7% | +195.6% | +99.6% |
| All | +139.7% | -70.9% | +210.6% | +101.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling