+136.0%
OKLO vs OUST
-69.7%
+205.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +14.0% | +8.6% | +19.7% |
| 7D | -6.7% | +17.0% | -23.7% | -9.7% |
| 30D | -36.0% | -16.5% | -19.5% | -33.7% |
| 3M | -44.2% | -23.7% | -20.5% | -41.4% |
| 6M | -70.4% | +18.4% | -88.8% | -72.3% |
| YTD | -67.2% | +60.8% | -128.0% | -70.9% |
| 1Y | -77.9% | +44.2% | -122.1% | -80.0% |
| 3Y | +128.4% | +668.1% | -539.7% | +87.7% |
| 5Y | +139.1% | -48.8% | +187.9% | +94.9% |
| All | +136.0% | -69.7% | +205.7% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling