+151.4%
OKLO vs RL
+298.8%
-147.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.3% | -6.8% | -6.6% |
| 7D | +6.8% | +1.3% | +5.5% | +6.5% |
| 30D | -27.7% | +7.6% | -35.3% | -29.7% |
| 3M | -43.6% | -1.5% | -42.1% | -43.4% |
| 6M | -65.4% | +12.1% | -77.5% | -67.3% |
| YTD | -65.0% | +13.9% | -79.0% | -67.2% |
| 1Y | -77.5% | +20.7% | -98.2% | -79.4% |
| 3Y | +143.6% | +260.6% | -117.0% | +85.9% |
| 5Y | +154.7% | +248.9% | -94.1% | +94.3% |
| All | +151.4% | +298.8% | -147.4% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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