+136.3%
COST vs OKLO
+333.1%
-196.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.6% | -0.6% |
| 7D | -3.2% | +12.4% | -15.6% | -3.2% |
| 30D | -4.0% | -10.6% | +6.6% | -3.9% |
| 3M | -6.5% | -26.5% | +20.0% | -6.3% |
| 6M | -8.5% | -25.6% | +17.1% | -8.6% |
| YTD | +6.0% | -39.6% | +45.7% | +6.1% |
| 1Y | -5.8% | -38.8% | +33.0% | -6.1% |
| 3Y | +71.8% | +318.1% | -246.2% | +61.7% |
| 5Y | +106.2% | +339.7% | -233.5% | +93.3% |
| All | +136.3% | +333.1% | -196.8% | +122.6% |
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 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