+139.7%
OKLO vs RIO
+53.7%
+86.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +1.6% | -0.9% | +2.5% | +2.3% |
| 30D | -17.6% | -9.1% | -8.5% | -14.0% |
| 3M | -48.5% | -13.7% | -34.8% | -44.7% |
| 6M | -65.7% | -24.3% | -41.3% | -61.1% |
| YTD | -66.7% | +8.9% | -75.6% | -65.6% |
| 1Y | -76.5% | +22.7% | -99.1% | -76.4% |
| 3Y | +132.5% | +51.2% | +81.3% | +124.5% |
| 5Y | +142.8% | +88.1% | +54.7% | +133.5% |
| All | +139.7% | +53.7% | +86.0% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling