+160.8%
OKLO vs COMP
+431.5%
-270.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +5.7% | +8.3% | +11.9% |
| 7D | +14.1% | +14.5% | -0.4% | +9.4% |
| 30D | -22.7% | +14.9% | -37.6% | -26.1% |
| 3M | -44.6% | -14.2% | -30.3% | -41.7% |
| 6M | -63.0% | +23.7% | -86.7% | -65.7% |
| YTD | -62.6% | +2.1% | -64.7% | -63.8% |
| 1Y | -76.2% | +26.2% | -102.4% | -78.0% |
| 3Y | +160.8% | +470.9% | -310.1% | +75.6% |
| All | +160.8% | +431.5% | -270.7% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling