+39.4%
RKT vs OKLO
+310.9%
-271.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -2.6% |
| 7D | -1.0% | +7.7% | -8.7% | -1.4% |
| 30D | -2.4% | -4.3% | +1.9% | -2.2% |
| 3M | +1.9% | -24.6% | +26.5% | +3.3% |
| 6M | -13.9% | -31.1% | +17.2% | -12.5% |
| YTD | -30.6% | -40.7% | +10.0% | -29.2% |
| 1Y | -34.4% | -42.4% | +8.1% | -33.4% |
| All | +39.4% | +310.9% | -271.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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