+128.4%
OKLO vs COMP
+353.8%
-225.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +10.7% | +11.9% | +18.9% |
| 7D | -6.7% | +13.4% | -20.2% | -10.5% |
| 30D | -36.0% | +11.1% | -47.1% | -38.3% |
| 3M | -44.2% | -18.8% | -25.3% | -40.2% |
| 6M | -70.4% | +10.5% | -80.9% | -71.5% |
| YTD | -67.2% | -3.4% | -63.8% | -67.6% |
| 1Y | -77.9% | +19.7% | -97.6% | -79.3% |
| 3Y | +128.4% | +381.6% | -253.2% | +57.3% |
| All | +128.4% | +353.8% | -225.4% | +57.3% |
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