+143.6%
OKLO vs OUST
+729.1%
-585.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.2% |
| 7D | +6.8% | +31.9% | -25.1% | -2.8% |
| 30D | -27.7% | -4.2% | -23.5% | -26.8% |
| 3M | -43.6% | -9.3% | -34.3% | -42.3% |
| 6M | -65.4% | +51.7% | -117.1% | -72.3% |
| YTD | -65.0% | +76.6% | -141.7% | -73.5% |
| 1Y | -77.5% | +48.9% | -126.4% | -81.9% |
| 3Y | +143.6% | +675.3% | -531.7% | +51.2% |
| All | +143.6% | +729.1% | -585.5% | +51.2% |
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