+313.5%
OKLO vs RIG
+36.0%
+277.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.8% | +6.4% | +4.0% |
| 7D | +2.8% | +0.9% | +2.0% | +2.6% |
| 30D | -4.0% | +13.8% | -17.8% | -6.0% |
| 3M | -36.9% | -6.4% | -30.5% | -36.5% |
| 6M | -37.1% | -8.2% | -29.0% | -37.1% |
| YTD | -42.5% | +41.6% | -84.1% | -46.5% |
| 1Y | -40.7% | +88.7% | -129.4% | -47.4% |
| 3Y | +299.1% | -30.9% | +330.0% | +264.1% |
| 5Y | +317.3% | +57.7% | +259.6% | +275.4% |
| All | +313.5% | +36.0% | +277.5% | +274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling