-80.3%
OKLO vs ROL
-34.1%
-46.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.8% | -8.6% | -5.0% |
| 7D | -18.4% | +14.6% | -33.0% | -15.1% |
| 30D | -38.5% | +29.3% | -67.8% | -33.7% |
| 3M | -48.9% | +2.0% | -51.0% | -48.3% |
| 6M | -67.8% | -28.5% | -39.2% | -69.3% |
| YTD | -69.2% | -35.3% | -33.8% | -70.2% |
| 1Y | -80.3% | -34.7% | -45.6% | -81.3% |
| All | -80.3% | -34.1% | -46.2% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling