-75.9%
OKLO vs OUST
+42.6%
-118.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +10.8% | +3.1% | +8.8% |
| 7D | +14.1% | +36.7% | -22.6% | -1.3% |
| 30D | -22.7% | -3.3% | -19.3% | -21.9% |
| 3M | -44.6% | -11.1% | -33.4% | -42.7% |
| 6M | -63.0% | +53.1% | -116.0% | -76.3% |
| YTD | -62.6% | +78.2% | -140.8% | -81.1% |
| All | -75.9% | +42.6% | -118.5% | -85.3% |
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