+20.8%
COP vs OKLO
+319.3%
-298.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | +0.6% |
| 7D | -0.8% | +12.4% | -13.3% | -0.9% |
| 30D | +15.6% | -10.6% | +26.1% | +15.6% |
| 3M | +14.3% | -26.5% | +40.9% | +14.5% |
| 6M | +17.0% | -25.6% | +42.6% | +16.9% |
| YTD | +47.4% | -39.6% | +87.1% | +47.6% |
| 1Y | +52.4% | -38.8% | +91.2% | +51.5% |
| 3Y | +20.8% | +318.1% | -297.2% | +14.8% |
| All | +20.8% | +319.3% | -298.4% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling