+326.6%
OKLO vs ROP
-15.6%
+342.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | +7.7% | -6.1% | +13.8% | +7.8% |
| 30D | -4.3% | -3.4% | -1.0% | -4.3% |
| 3M | -24.6% | +16.7% | -41.3% | -25.8% |
| 6M | -31.1% | +8.1% | -39.2% | -31.4% |
| YTD | -40.7% | -11.7% | -29.0% | -38.7% |
| 1Y | -42.4% | -24.2% | -18.2% | -38.5% |
| 3Y | +310.9% | -19.0% | +329.9% | +344.4% |
| 5Y | +332.6% | -15.9% | +348.5% | +369.9% |
| All | +326.6% | -15.6% | +342.2% | +362.4% |
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