-44.7%
IONQ vs OKLO
-81.5%
+36.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | +2.4% |
| 7D | -8.9% | -18.4% | +9.5% | +4.4% |
| 30D | -31.3% | -38.5% | +7.2% | -4.6% |
| 3M | -29.2% | -48.9% | +19.8% | +8.9% |
| 6M | -35.4% | -67.8% | +32.3% | +33.4% |
| YTD | -34.2% | -69.2% | +35.0% | +31.8% |
| 1Y | -44.7% | -80.3% | +35.6% | +35.3% |
| All | -44.7% | -81.5% | +36.8% | +35.3% |
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