+310.9%
OKLO vs ROST
+93.3%
+217.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.6% |
| 7D | +7.7% | -2.2% | +9.9% | +9.2% |
| 30D | -4.3% | -11.4% | +7.1% | +2.9% |
| 3M | -24.6% | -1.6% | -23.0% | -24.7% |
| 6M | -31.1% | +6.8% | -37.9% | -35.4% |
| YTD | -40.7% | +25.8% | -66.5% | -50.4% |
| 1Y | -42.4% | +52.4% | -94.9% | -58.4% |
| All | +310.9% | +93.3% | +217.6% | +144.9% |
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