+159.1%
OKLO vs ROL
+17.9%
+141.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | +16.9% | +0.8% | +16.2% | +16.9% |
| 30D | -19.7% | +20.6% | -40.3% | -19.4% |
| 3M | -45.0% | +4.5% | -49.5% | -44.8% |
| 6M | -66.9% | -26.5% | -40.4% | -66.6% |
| YTD | -64.0% | -34.8% | -29.1% | -63.6% |
| 1Y | -75.2% | -33.2% | -42.0% | -75.0% |
| 3Y | +151.1% | +4.5% | +146.6% | +147.0% |
| 5Y | +162.8% | +15.5% | +147.3% | +158.3% |
| All | +159.1% | +17.9% | +141.3% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling