+294.8%
IONQ vs OKLO
+315.8%
-21.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | -0.1% |
| 7D | +0.8% | +2.8% | -2.0% | -0.3% |
| 30D | -1.0% | -4.0% | +3.0% | +0.3% |
| 3M | -39.8% | -36.9% | -2.9% | -27.7% |
| 6M | +6.4% | -37.1% | +43.6% | +27.0% |
| YTD | -11.9% | -42.5% | +30.6% | +8.5% |
| 1Y | -6.2% | -40.7% | +34.6% | +13.2% |
| 3Y | +125.7% | +299.1% | -173.4% | +44.5% |
| All | +294.8% | +315.8% | -21.0% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling