-1.9%
LQD vs OKLO
-81.5%
+79.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.8% | +6.6% | +0.9% |
| 7D | +0.4% | -18.4% | +18.8% | +0.8% |
| 30D | +2.6% | -38.5% | +41.1% | +3.5% |
| 3M | -1.7% | -48.9% | +47.2% | -0.6% |
| 6M | -1.9% | -67.8% | +65.8% | -0.3% |
| YTD | -2.2% | -69.2% | +67.0% | -0.7% |
| 1Y | -1.9% | -80.3% | +78.4% | -0.4% |
| All | -1.9% | -81.5% | +79.6% | -0.4% |
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