+313.5%
OKLO vs COMP
-7.3%
+320.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.0% | +3.5% |
| 7D | +2.8% | +1.4% | +1.4% | +2.6% |
| 30D | -4.0% | -13.3% | +9.3% | -2.1% |
| 3M | -36.9% | +41.1% | -78.0% | -39.7% |
| 6M | -37.1% | +17.2% | -54.3% | -38.7% |
| YTD | -42.5% | +5.2% | -47.7% | -43.4% |
| 1Y | -40.7% | +18.9% | -59.6% | -42.4% |
| 3Y | +299.1% | +215.9% | +83.2% | +262.1% |
| 5Y | +317.3% | -31.2% | +348.5% | +281.3% |
| All | +313.5% | -7.3% | +320.9% | +273.7% |
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