+318.1%
OKLO vs ROL
+1.0%
+317.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.5% | +4.9% |
| 7D | +12.4% | -3.4% | +15.8% | +12.3% |
| 30D | -10.6% | -6.9% | -3.6% | -10.6% |
| 3M | -26.5% | -24.6% | -1.9% | -26.9% |
| 6M | -25.6% | -39.5% | +13.9% | -25.2% |
| YTD | -39.6% | -41.1% | +1.5% | -39.3% |
| 1Y | -38.8% | -37.9% | -0.8% | -38.7% |
| 3Y | +318.1% | +0.8% | +317.3% | +289.9% |
| All | +318.1% | +1.0% | +317.0% | +289.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling