+159.1%
OKLO vs ROP
+3.5%
+155.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.1% |
| 7D | +16.9% | -2.9% | +19.9% | +16.8% |
| 30D | -19.7% | +30.1% | -49.8% | -19.5% |
| 3M | -45.0% | +19.9% | -64.9% | -44.8% |
| 6M | -66.9% | +46.0% | -112.9% | -67.4% |
| YTD | -64.0% | +8.4% | -72.3% | -62.6% |
| 1Y | -75.2% | +8.8% | -84.0% | -74.3% |
| 3Y | +151.1% | -5.6% | +156.7% | +172.9% |
| 5Y | +162.8% | +3.0% | +159.8% | +185.9% |
| All | +159.1% | +3.5% | +155.6% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling