-80.3%
OKLO vs ROST
+54.7%
-135.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.1% | -11.9% | -7.5% |
| 7D | -18.4% | +7.8% | -26.2% | -20.3% |
| 30D | -38.5% | +8.6% | -47.1% | -40.3% |
| 3M | -48.9% | -1.9% | -47.0% | -48.3% |
| 6M | -67.8% | +9.1% | -76.9% | -69.4% |
| YTD | -69.2% | +37.2% | -106.4% | -74.8% |
| 1Y | -80.3% | +52.7% | -133.0% | -84.4% |
| All | -80.3% | +54.7% | -135.0% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling