+313.5%
OKLO vs OUST
-68.3%
+381.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.3% |
| 7D | +2.8% | +5.2% | -2.4% | +1.8% |
| 30D | -4.0% | -19.3% | +15.3% | -0.2% |
| 3M | -36.9% | -22.6% | -14.2% | -35.1% |
| 6M | -37.1% | +62.8% | -99.9% | -44.5% |
| YTD | -42.5% | +68.3% | -110.8% | -49.4% |
| 1Y | -40.7% | +28.5% | -69.3% | -45.3% |
| 3Y | +299.1% | +554.0% | -254.9% | +225.5% |
| 5Y | +317.3% | -56.2% | +373.5% | +239.9% |
| All | +313.5% | -68.3% | +381.8% | +242.2% |
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 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