+195.0%
COHR vs OKLO
-51.2%
+246.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.2% | +13.3% | +7.3% |
| 7D | +8.3% | -12.2% | +20.6% | +12.9% |
| 30D | -14.1% | -19.7% | +5.6% | -8.1% |
| 3M | -16.0% | -37.4% | +21.4% | -3.5% |
| 6M | +21.5% | -42.3% | +63.8% | +40.7% |
| YTD | +65.4% | -49.5% | +115.0% | +94.0% |
| 1Y | +195.0% | -54.7% | +249.7% | +248.2% |
| All | +195.0% | -51.2% | +246.2% | +248.2% |
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