+239.2%
IONQ vs OKLO
+168.4%
+70.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +14.0% | -5.6% | +2.5% |
| 7D | +25.5% | +14.1% | +11.3% | +19.1% |
| 30D | -11.4% | -22.7% | +11.2% | -1.0% |
| 3M | -20.5% | -44.6% | +24.1% | +0.6% |
| 6M | -28.2% | -63.0% | +34.8% | +6.8% |
| YTD | -21.2% | -62.6% | +41.4% | +15.6% |
| 1Y | -40.4% | -76.2% | +35.8% | +1.7% |
| 3Y | +214.7% | +160.8% | +53.9% | +137.9% |
| 5Y | +56.9% | +172.5% | -115.6% | +14.1% |
| All | +239.2% | +168.4% | +70.8% | +144.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling