+150.0%
IONQ vs OKLO
+130.2%
+19.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -5.5% |
| 7D | -11.5% | +1.6% | -13.0% | -12.1% |
| 30D | -8.1% | -17.6% | +9.5% | +0.1% |
| 3M | -35.8% | -48.5% | +12.7% | -16.0% |
| 6M | -47.7% | -65.7% | +17.9% | -19.8% |
| YTD | -35.6% | -66.7% | +31.0% | -0.9% |
| 1Y | -36.4% | -76.5% | +40.1% | +10.2% |
| 3Y | +150.0% | +132.5% | +17.6% | +101.1% |
| All | +150.0% | +130.2% | +19.8% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling