+132.5%
OKLO vs RIG
-16.1%
+148.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -3.6% |
| 7D | +1.6% | +5.7% | -4.2% | -0.5% |
| 30D | -17.6% | -0.7% | -16.9% | -17.7% |
| 3M | -48.5% | -3.1% | -45.4% | -48.5% |
| 6M | -65.7% | -16.3% | -49.3% | -64.4% |
| YTD | -66.7% | +34.1% | -100.8% | -72.4% |
| 1Y | -76.5% | +38.2% | -114.6% | -80.7% |
| 3Y | +132.5% | -15.3% | +147.7% | +106.5% |
| All | +132.5% | -16.1% | +148.5% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling