+313.5%
OKLO vs ROST
+97.7%
+215.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +2.8% | +0.9% | +1.9% | +2.6% |
| 30D | -4.0% | -8.9% | +4.9% | -1.8% |
| 3M | -36.9% | -0.8% | -36.1% | -36.9% |
| 6M | -37.1% | +8.5% | -45.6% | -38.7% |
| YTD | -42.5% | +28.6% | -71.1% | -46.1% |
| 1Y | -40.7% | +52.3% | -93.0% | -46.7% |
| 3Y | +299.1% | +94.8% | +204.3% | +245.1% |
| 5Y | +317.3% | +110.8% | +206.5% | +262.4% |
| All | +313.5% | +97.7% | +215.8% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling