+159.1%
OKLO vs COMP
-14.5%
+173.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.7% |
| 7D | +16.9% | +2.2% | +14.7% | +17.0% |
| 30D | -19.7% | +16.3% | -36.0% | -21.2% |
| 3M | -45.0% | -19.1% | -25.8% | -43.3% |
| 6M | -66.9% | +17.1% | -84.0% | -67.5% |
| YTD | -64.0% | -2.9% | -61.0% | -64.1% |
| 1Y | -75.2% | +8.8% | -84.0% | -75.5% |
| 3Y | +151.1% | +423.5% | -272.4% | +130.3% |
| 5Y | +162.8% | -10.5% | +173.3% | +142.0% |
| All | +159.1% | -14.5% | +173.6% | +137.0% |
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