+262.9%
OKLO vs ROK
+63.8%
+199.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.7% | -10.8% | -9.8% |
| 7D | -12.2% | -1.2% | -11.0% | -11.9% |
| 30D | -19.7% | -4.8% | -14.9% | -18.3% |
| 3M | -37.4% | -6.1% | -31.3% | -36.2% |
| 6M | -42.3% | +15.5% | -57.8% | -44.5% |
| YTD | -49.5% | +11.2% | -60.7% | -50.8% |
| 1Y | -54.7% | +23.8% | -78.6% | -56.8% |
| 3Y | +249.6% | +53.1% | +196.5% | +212.1% |
| 5Y | +268.1% | +48.3% | +219.8% | +229.0% |
| All | +262.9% | +63.8% | +199.1% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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