+262.9%
OKLO vs RJF
+118.3%
+144.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.1% | -9.2% |
| 7D | -12.2% | -2.7% | -9.5% | -11.0% |
| 30D | -19.7% | -4.3% | -15.5% | -18.1% |
| 3M | -37.4% | +15.7% | -53.1% | -42.3% |
| 6M | -42.3% | +17.8% | -60.1% | -47.2% |
| YTD | -49.5% | +9.2% | -58.7% | -51.8% |
| 1Y | -54.7% | +2.8% | -57.5% | -55.5% |
| 3Y | +249.6% | +69.5% | +180.2% | +215.1% |
| 5Y | +268.1% | +105.9% | +162.2% | +228.7% |
| All | +262.9% | +118.3% | +144.6% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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