+137.6%
OKLO vs ROIV
+362.8%
-225.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.4% | -1.0% | -2.9% |
| 7D | +27.3% | +9.2% | +18.1% | +22.0% |
| 30D | -23.1% | +19.9% | -43.0% | -29.9% |
| 3M | -45.8% | +10.6% | -56.4% | -48.9% |
| 6M | -66.8% | +36.1% | -102.9% | -72.1% |
| YTD | -65.9% | +84.3% | -150.2% | -75.3% |
| 1Y | -78.0% | +87.6% | -165.6% | -84.2% |
| All | +137.6% | +362.8% | -225.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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