+299.6%
OKLO vs RMD
-7.9%
+307.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.2% | -6.2% | -6.3% |
| 7D | +0.1% | -4.2% | +4.3% | +0.5% |
| 30D | -15.2% | -2.1% | -13.1% | -15.0% |
| 3M | -26.2% | +13.8% | -39.9% | -27.4% |
| 6M | -35.0% | -10.6% | -24.4% | -34.1% |
| YTD | -44.4% | -8.1% | -36.3% | -43.7% |
| 1Y | -45.9% | -18.0% | -28.0% | -44.6% |
| 3Y | +284.9% | +52.9% | +232.1% | +288.2% |
| 5Y | +305.3% | -22.3% | +327.5% | +304.6% |
| All | +299.6% | -7.9% | +307.5% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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