+137.6%
OKLO vs RIO
+52.3%
+85.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -3.5% |
| 7D | +27.3% | +0.1% | +27.2% | +28.0% |
| 30D | -23.1% | -10.5% | -12.6% | -14.1% |
| 3M | -45.8% | -15.9% | -29.9% | -35.6% |
| 6M | -66.8% | -22.3% | -44.5% | -57.3% |
| YTD | -65.9% | +9.3% | -75.2% | -65.5% |
| 1Y | -78.0% | +23.0% | -101.0% | -79.5% |
| All | +137.6% | +52.3% | +85.3% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling