+21.5%
COHR vs OKLO
-41.4%
+62.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.2% | +13.3% | +9.1% |
| 7D | +8.3% | -12.2% | +20.6% | +15.6% |
| 30D | -14.1% | -19.7% | +5.6% | -4.4% |
| 3M | -16.0% | -37.4% | +21.4% | +3.8% |
| 6M | +21.5% | -42.3% | +63.8% | +56.6% |
| All | +21.5% | -41.4% | +62.9% | +56.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling