+145.0%
OKLO vs RF
+86.9%
+58.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.3% |
| 7D | +27.3% | +0.4% | +27.0% | +27.3% |
| 30D | -23.1% | +5.6% | -28.6% | -24.1% |
| 3M | -45.8% | -8.9% | -37.0% | -44.5% |
| 6M | -66.8% | +7.1% | -73.9% | -67.5% |
| YTD | -65.9% | +8.3% | -74.2% | -66.7% |
| 1Y | -78.0% | +16.8% | -94.8% | -78.8% |
| 3Y | +137.4% | +115.0% | +22.4% | +115.6% |
| 5Y | +148.2% | +46.4% | +101.8% | +126.2% |
| All | +145.0% | +86.9% | +58.1% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling