+151.4%
OKLO vs COMP
-16.8%
+168.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -7.4% | +0.9% | -5.4% |
| 7D | +6.8% | +7.2% | -0.4% | +6.1% |
| 30D | -27.7% | +6.4% | -34.1% | -28.1% |
| 3M | -43.6% | -19.4% | -24.2% | -41.8% |
| 6M | -65.4% | +14.6% | -80.0% | -65.9% |
| YTD | -65.0% | -5.5% | -59.5% | -65.0% |
| 1Y | -77.5% | +13.7% | -91.2% | -77.8% |
| 3Y | +143.6% | +409.7% | -266.1% | +124.3% |
| 5Y | +154.7% | -17.0% | +171.7% | +135.5% |
| All | +151.4% | -16.8% | +168.2% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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