+180.1%
COP vs OKLO
+158.6%
+21.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.7% |
| 7D | +0.7% | +16.9% | -16.2% | +0.7% |
| 30D | +0.2% | -19.7% | +19.9% | +0.2% |
| 3M | +10.2% | -45.0% | +55.2% | +10.2% |
| 6M | +20.1% | -66.9% | +87.0% | +20.5% |
| YTD | +50.5% | -64.0% | +114.5% | +50.6% |
| 1Y | +56.8% | -75.2% | +132.0% | +57.6% |
| 3Y | +30.3% | +151.1% | -120.8% | +14.6% |
| 5Y | +126.8% | +162.8% | -36.0% | +92.5% |
| All | +180.1% | +158.6% | +21.5% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling