+34.2%
MCD vs OKLO
+135.5%
-101.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +22.7% | -23.2% | -0.3% |
| 7D | +7.1% | -6.7% | +13.9% | +7.1% |
| 30D | +19.8% | -36.0% | +55.8% | +19.3% |
| 3M | +0.8% | -44.2% | +45.0% | +0.3% |
| 6M | -1.3% | -70.4% | +69.1% | -2.2% |
| YTD | -7.8% | -67.2% | +59.4% | -8.4% |
| 1Y | -5.0% | -77.9% | +73.0% | -5.9% |
| 3Y | +10.5% | +128.4% | -117.9% | +10.2% |
| 5Y | +22.0% | +139.1% | -117.1% | +22.1% |
| All | +34.2% | +135.5% | -101.3% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling