+310.9%
OKLO vs RIG
-31.2%
+342.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +7.7% | -8.2% | +15.9% | +10.7% |
| 30D | -4.3% | -0.2% | -4.1% | -4.4% |
| 3M | -24.6% | -2.7% | -21.9% | -24.7% |
| 6M | -31.1% | -7.5% | -23.6% | -31.6% |
| YTD | -40.7% | +38.3% | -78.9% | -50.7% |
| 1Y | -42.4% | +81.8% | -124.3% | -57.9% |
| All | +310.9% | -31.2% | +342.1% | +258.8% |
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