-5.1%
COF vs OKLO
-81.5%
+76.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.7% | -0.6% |
| 7D | +0.7% | -18.4% | +19.1% | +2.6% |
| 30D | +5.7% | -38.5% | +44.2% | +10.3% |
| 3M | -6.7% | -48.9% | +42.2% | -1.4% |
| 6M | +9.5% | -67.8% | +77.2% | +20.3% |
| YTD | -13.9% | -69.2% | +55.3% | -6.8% |
| 1Y | -5.1% | -80.3% | +75.2% | +6.2% |
| All | -5.1% | -81.5% | +76.4% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling