+86.2%
OKLO vs RF
+105.6%
-19.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -2.1% | -11.1% | -11.9% |
| 7D | -28.4% | -1.6% | -26.8% | -27.6% |
| 30D | -50.2% | +5.0% | -55.2% | -51.6% |
| 3M | -55.3% | -10.0% | -45.4% | -52.6% |
| 6M | -71.9% | +3.3% | -75.2% | -72.9% |
| YTD | -73.2% | +7.9% | -81.2% | -74.8% |
| 1Y | -84.2% | +21.2% | -105.4% | -86.0% |
| All | +86.2% | +105.6% | -19.3% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling