+313.5%
OKLO vs ROL
+9.3%
+304.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.6% |
| 7D | +2.8% | -1.4% | +4.2% | +2.8% |
| 30D | -4.0% | -4.1% | +0.1% | -4.0% |
| 3M | -36.9% | -22.5% | -14.4% | -36.9% |
| 6M | -37.1% | -37.7% | +0.5% | -36.7% |
| YTD | -42.5% | -39.6% | -2.9% | -42.1% |
| 1Y | -40.7% | -36.0% | -4.7% | -40.6% |
| 3Y | +299.1% | -5.1% | +304.3% | +291.3% |
| 5Y | +317.3% | -3.4% | +320.7% | +308.4% |
| All | +313.5% | +9.3% | +304.2% | +305.8% |
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