+92.4%
OKLO vs COMP
-23.2%
+115.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -8.2% | -5.0% | -12.1% |
| 7D | -28.4% | -1.8% | -26.6% | -28.2% |
| 30D | -50.2% | -0.8% | -49.4% | -50.2% |
| 3M | -55.3% | -28.1% | -27.2% | -53.3% |
| 6M | -71.9% | +27.0% | -98.9% | -72.7% |
| YTD | -73.2% | -12.8% | -60.5% | -73.0% |
| 1Y | -84.2% | +4.9% | -89.1% | -84.2% |
| 3Y | +86.4% | +321.0% | -234.6% | +73.2% |
| 5Y | +94.9% | -25.6% | +120.5% | +81.8% |
| All | +92.4% | -23.2% | +115.6% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling