+299.5%
OKLO vs OUST
+554.0%
-254.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.0% |
| 7D | +2.8% | +5.2% | -2.4% | +1.2% |
| 30D | -4.0% | -19.3% | +15.3% | +2.2% |
| 3M | -36.9% | -22.6% | -14.2% | -34.6% |
| 6M | -37.1% | +62.8% | -99.9% | -50.3% |
| YTD | -42.5% | +68.3% | -110.8% | -54.9% |
| 1Y | -40.7% | +28.5% | -69.3% | -49.6% |
| All | +299.5% | +554.0% | -254.5% | +160.0% |
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