+36.5%
MCD vs OKLO
+168.4%
-131.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.0% | -12.2% | +1.9% |
| 7D | +5.9% | +14.1% | -8.2% | +6.2% |
| 30D | +19.6% | -22.7% | +42.3% | +19.4% |
| 3M | +3.3% | -44.6% | +47.8% | +2.8% |
| 6M | +3.5% | -63.0% | +66.5% | +2.8% |
| YTD | -6.1% | -62.6% | +56.5% | -6.6% |
| 1Y | -3.7% | -76.2% | +72.5% | -4.5% |
| 3Y | +13.4% | +160.8% | -147.5% | +13.2% |
| 5Y | +25.2% | +172.5% | -147.3% | +25.4% |
| All | +36.5% | +168.4% | -131.9% | +37.5% |
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