+86.2%
OKLO vs OUST
+537.2%
-450.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -9.0% | -4.2% | -10.2% |
| 7D | -28.4% | -5.0% | -23.3% | -27.5% |
| 30D | -50.2% | -32.0% | -18.2% | -43.7% |
| 3M | -55.3% | -32.4% | -23.0% | -50.0% |
| 6M | -71.9% | +6.7% | -78.6% | -74.7% |
| YTD | -73.2% | +41.0% | -114.3% | -78.2% |
| 1Y | -84.2% | +18.0% | -102.1% | -86.2% |
| All | +86.2% | +537.2% | -450.9% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling