-80.3%
OKLO vs RIG
+43.0%
-123.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.6% | +1.8% | -4.9% |
| 7D | -18.4% | -18.8% | +0.3% | -16.4% |
| 30D | -38.5% | -1.1% | -37.4% | -38.3% |
| 3M | -48.9% | +4.4% | -53.4% | -49.4% |
| 6M | -67.8% | -20.8% | -47.0% | -66.9% |
| YTD | -69.2% | +32.0% | -101.1% | -76.3% |
| 1Y | -80.3% | +39.7% | -120.0% | -85.6% |
| All | -80.3% | +43.0% | -123.3% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1y: compounded portfolio wealth divided by compounded RIG 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…
1y analysis · Full analysis span regression · 6 months rolling