+160.8%
OKLO vs RCL
+265.0%
-104.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +3.0% | +11.0% | +12.2% |
| 7D | +14.1% | +5.0% | +9.2% | +11.1% |
| 30D | -22.7% | +19.4% | -42.0% | -30.3% |
| 3M | -44.6% | +5.9% | -50.5% | -46.5% |
| 6M | -63.0% | +23.8% | -86.8% | -67.8% |
| YTD | -62.6% | +22.8% | -85.4% | -68.2% |
| 1Y | -76.2% | +34.3% | -110.4% | -81.1% |
| 3Y | +160.8% | +276.4% | -115.6% | +44.5% |
| All | +160.8% | +265.0% | -104.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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