+288.4%
IONQ vs OKLO
+333.1%
-44.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +0.4% |
| 7D | +7.1% | +12.4% | -5.3% | +2.2% |
| 30D | -8.9% | -10.6% | +1.6% | -5.1% |
| 3M | -35.6% | -26.5% | -9.0% | -27.2% |
| 6M | +13.3% | -25.6% | +38.9% | +27.2% |
| YTD | -9.8% | -39.6% | +29.8% | +8.9% |
| 1Y | -1.3% | -38.8% | +37.4% | +17.3% |
| 3Y | +109.3% | +318.1% | -208.8% | +30.7% |
| 5Y | +304.7% | +339.7% | -35.0% | +136.9% |
| All | +288.4% | +333.1% | -44.7% | +130.2% |
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