-15.2%
MDT vs OKLO
+333.1%
-348.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -1.9% |
| 7D | +0.4% | +12.4% | -12.0% | +0.4% |
| 30D | +6.0% | -10.6% | +16.6% | +6.0% |
| 3M | +15.5% | -26.5% | +42.1% | +15.6% |
| 6M | +3.4% | -25.6% | +29.0% | +3.4% |
| YTD | -2.2% | -39.6% | +37.5% | -2.2% |
| 1Y | +2.6% | -38.8% | +41.3% | +2.5% |
| 3Y | +27.5% | +318.1% | -290.5% | +20.4% |
| 5Y | -20.1% | +339.7% | -359.8% | -25.2% |
| All | -15.2% | +333.1% | -348.3% | -20.2% |
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 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