+43.1%
COF vs OKLO
+267.3%
-224.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.2% | +9.8% | +1.1% |
| 7D | -5.1% | -12.2% | +7.1% | -4.4% |
| 30D | -6.0% | -19.7% | +13.7% | -4.9% |
| 3M | +14.8% | -37.4% | +52.2% | +17.6% |
| 6M | +15.3% | -42.3% | +57.6% | +17.8% |
| YTD | -13.0% | -49.5% | +36.5% | -10.8% |
| 1Y | -5.7% | -54.7% | +49.0% | -3.8% |
| 3Y | +118.1% | +249.6% | -131.5% | +95.9% |
| All | +43.1% | +267.3% | -224.2% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling