+141.4%
OKLO vs COMP
-10.9%
+152.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.7% |
| 30D | -17.6% | +16.6% | -34.2% | -19.2% |
| 3M | -48.5% | -23.5% | -25.0% | -46.5% |
| 6M | -65.7% | +25.7% | -91.4% | -66.6% |
| YTD | -66.7% | -3.4% | -63.3% | -66.8% |
| 1Y | -76.5% | +7.6% | -84.1% | -76.7% |
| 3Y | +132.5% | +423.6% | -291.1% | +112.8% |
| All | +141.4% | -10.9% | +152.3% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling