+194.8%
COHR vs OKLO
-42.7%
+237.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.6% | +3.0% | +5.4% |
| 7D | +1.0% | +2.8% | -1.9% | 0.0% |
| 30D | -14.1% | -4.0% | -10.1% | -13.0% |
| 3M | -33.2% | -36.9% | +3.7% | -23.9% |
| 6M | +2.5% | -37.1% | +39.7% | +14.8% |
| YTD | +52.7% | -42.5% | +95.2% | +71.6% |
| 1Y | +194.8% | -40.7% | +235.5% | +232.8% |
| All | +194.8% | -42.7% | +237.5% | +232.8% |
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