+94.3%
OKLO vs OUST
-55.3%
+149.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -9.0% | -4.2% | -11.3% |
| 7D | -28.4% | -5.0% | -23.3% | -27.8% |
| 30D | -50.2% | -32.0% | -18.2% | -46.2% |
| 3M | -55.3% | -32.4% | -23.0% | -52.0% |
| 6M | -71.9% | +6.7% | -78.6% | -73.2% |
| YTD | -73.2% | +41.0% | -114.3% | -75.8% |
| 1Y | -84.2% | +18.0% | -102.1% | -85.1% |
| 3Y | +86.4% | +560.6% | -474.2% | +55.7% |
| All | +94.3% | -55.3% | +149.6% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling