+81.3%
RKT vs OKLO
+130.2%
-48.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -9.0% | +1.6% | -10.5% | -9.1% |
| 30D | +30.2% | -17.6% | +47.8% | +31.4% |
| 3M | -8.8% | -48.5% | +39.7% | -5.5% |
| 6M | -0.9% | -65.7% | +64.7% | +4.7% |
| YTD | -29.2% | -66.7% | +37.5% | -25.4% |
| 1Y | -20.1% | -76.5% | +56.4% | -15.2% |
| 3Y | +81.3% | +132.5% | -51.1% | +43.9% |
| All | +81.3% | +130.2% | -48.9% | +43.9% |
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