+305.3%
OKLO vs RIG
+58.5%
+246.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.1% | -7.4% | -6.5% |
| 7D | +0.1% | -4.2% | +4.3% | +0.7% |
| 30D | -15.2% | -0.7% | -14.5% | -15.1% |
| 3M | -26.2% | -4.0% | -22.2% | -26.0% |
| 6M | -35.0% | -6.3% | -28.7% | -35.2% |
| YTD | -44.4% | +39.7% | -84.1% | -48.4% |
| 1Y | -45.9% | +78.1% | -124.0% | -51.9% |
| 3Y | +284.9% | -29.5% | +314.4% | +249.9% |
| 5Y | +305.3% | +65.3% | +240.0% | +262.4% |
| All | +305.3% | +58.5% | +246.8% | +262.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling