+136.0%
OKLO vs RY
+141.8%
-5.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.3% | +23.9% | +23.6% |
| 7D | -6.7% | -0.9% | -5.8% | -6.2% |
| 30D | -36.0% | +5.9% | -41.9% | -38.9% |
| 3M | -44.2% | -4.3% | -39.9% | -42.3% |
| 6M | -70.4% | +12.1% | -82.5% | -72.9% |
| YTD | -67.2% | +20.3% | -87.4% | -71.2% |
| 1Y | -77.9% | +41.0% | -118.9% | -82.4% |
| 3Y | +128.4% | +157.5% | -29.1% | +58.7% |
| 5Y | +139.1% | +123.2% | +15.9% | +66.4% |
| All | +136.0% | +141.8% | -5.8% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling