+151.4%
OKLO vs RY
+143.3%
+8.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.6% | +5.9% | +6.1% |
| 7D | +6.8% | -0.6% | +7.4% | +7.3% |
| 30D | -27.7% | +6.1% | -33.8% | -31.1% |
| 3M | -43.6% | -3.4% | -40.2% | -42.1% |
| 6M | -65.4% | +12.8% | -78.2% | -68.4% |
| YTD | -65.0% | +21.0% | -86.1% | -69.4% |
| 1Y | -77.5% | +40.5% | -118.0% | -82.0% |
| 3Y | +143.6% | +159.9% | -16.3% | +68.5% |
| 5Y | +154.7% | +125.0% | +29.8% | +76.5% |
| All | +151.4% | +143.3% | +8.1% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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