+132.5%
OKLO vs ROST
+94.3%
+38.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -0.8% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | -17.6% | +0.5% | -18.1% | -18.0% |
| 3M | -48.5% | -5.2% | -43.3% | -47.1% |
| 6M | -65.7% | +9.8% | -75.5% | -68.8% |
| YTD | -66.7% | +29.4% | -96.1% | -73.1% |
| 1Y | -76.5% | +44.4% | -120.8% | -82.6% |
| 3Y | +132.5% | +95.0% | +37.5% | +27.6% |
| All | +132.5% | +94.3% | +38.2% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling