+53.3%
COP vs OKLO
-39.6%
+92.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.0% |
| 7D | -0.5% | +7.7% | -8.2% | -0.1% |
| 30D | +11.7% | -4.3% | +16.0% | +11.6% |
| 3M | +17.7% | -24.6% | +42.3% | +16.7% |
| 6M | +18.3% | -31.1% | +49.4% | +17.8% |
| YTD | +49.1% | -40.7% | +89.7% | +48.2% |
| 1Y | +53.3% | -42.4% | +95.8% | +60.5% |
| All | +53.3% | -39.6% | +92.9% | +60.5% |
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