+299.6%
OKLO vs ROST
+93.6%
+206.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.1% | -6.4% | -6.3% |
| 7D | +0.1% | -2.5% | +2.6% | +0.7% |
| 30D | -15.2% | -10.3% | -4.9% | -12.8% |
| 3M | -26.2% | -2.6% | -23.6% | -25.9% |
| 6M | -35.0% | +6.5% | -41.6% | -36.4% |
| YTD | -44.4% | +25.9% | -70.4% | -47.7% |
| 1Y | -45.9% | +52.3% | -98.3% | -51.4% |
| 3Y | +284.9% | +94.6% | +190.4% | +234.6% |
| 5Y | +305.3% | +111.1% | +194.2% | +253.2% |
| All | +299.6% | +93.6% | +206.0% | +250.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling