+129.7%
COP vs OKLO
+149.0%
-19.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.0% | +1.6% |
| 7D | +3.4% | +27.3% | -23.9% | +3.4% |
| 30D | -0.6% | -23.1% | +22.5% | -0.6% |
| 3M | +10.8% | -45.8% | +56.6% | +10.7% |
| 6M | +19.6% | -66.8% | +86.4% | +19.9% |
| YTD | +52.9% | -65.9% | +118.8% | +53.0% |
| 1Y | +62.2% | -78.0% | +140.2% | +63.2% |
| 3Y | +32.4% | +137.4% | -105.0% | +15.4% |
| 5Y | +129.7% | +148.2% | -18.5% | +87.0% |
| All | +129.7% | +149.0% | -19.2% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling