+32.8%
MCD vs OKLO
+144.5%
-111.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.0% | -0.5% |
| 7D | -1.6% | +27.3% | -28.9% | -1.3% |
| 30D | +16.0% | -23.1% | +39.1% | +15.8% |
| 3M | 0.0% | -45.8% | +45.8% | -0.5% |
| 6M | +0.9% | -66.8% | +67.7% | +0.2% |
| YTD | -8.7% | -65.9% | +57.2% | -9.3% |
| 1Y | -8.6% | -78.0% | +69.4% | -9.4% |
| 3Y | +9.9% | +137.4% | -127.5% | +9.6% |
| 5Y | +22.6% | +148.2% | -125.6% | +22.8% |
| All | +32.8% | +144.5% | -111.7% | +33.6% |
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