+151.3%
OKLO vs ROL
+4.8%
+146.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | +16.9% | +0.8% | +16.2% | +17.0% |
| 30D | -19.7% | +20.6% | -40.3% | -18.8% |
| 3M | -45.0% | +4.5% | -49.5% | -44.5% |
| 6M | -66.9% | -26.5% | -40.4% | -66.5% |
| YTD | -64.0% | -34.8% | -29.1% | -63.4% |
| 1Y | -75.2% | -33.2% | -42.0% | -74.9% |
| All | +151.3% | +4.8% | +146.6% | +128.7% |
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