+132.5%
OKLO vs ROK
+63.3%
+69.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.9% |
| 7D | +1.6% | +7.1% | -5.5% | -2.6% |
| 30D | -17.6% | -5.0% | -12.7% | -14.7% |
| 3M | -48.5% | -9.4% | -39.1% | -45.1% |
| 6M | -65.7% | -11.0% | -54.7% | -63.1% |
| YTD | -66.7% | +4.4% | -71.1% | -67.1% |
| 1Y | -76.5% | +7.4% | -83.9% | -76.9% |
| 3Y | +132.5% | +61.0% | +71.5% | +88.7% |
| All | +132.5% | +63.3% | +69.2% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling