+92.4%
OKLO vs OUST
-73.5%
+165.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -9.0% | -4.2% | -11.4% |
| 7D | -28.4% | -5.0% | -23.3% | -27.8% |
| 30D | -50.2% | -32.0% | -18.2% | -46.3% |
| 3M | -55.3% | -32.4% | -23.0% | -52.1% |
| 6M | -71.9% | +6.7% | -78.6% | -73.1% |
| YTD | -73.2% | +41.0% | -114.3% | -75.7% |
| 1Y | -84.2% | +18.0% | -102.1% | -85.1% |
| 3Y | +86.4% | +560.6% | -474.2% | +56.9% |
| 5Y | +94.9% | -55.1% | +150.0% | +62.8% |
| All | +92.4% | -73.5% | +165.8% | +64.3% |
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