+326.6%
OKLO vs COO
-38.1%
+364.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.2% | +4.5% | -1.2% |
| 7D | +7.7% | -9.0% | +16.7% | +8.5% |
| 30D | -4.3% | -16.8% | +12.5% | -2.9% |
| 3M | -24.6% | -7.5% | -17.1% | -24.4% |
| 6M | -31.1% | -16.3% | -14.8% | -29.9% |
| YTD | -40.7% | -22.5% | -18.1% | -39.1% |
| 1Y | -42.4% | -7.0% | -35.5% | -42.1% |
| 3Y | +310.9% | -27.5% | +338.4% | +314.8% |
| 5Y | +332.6% | -43.3% | +375.9% | +335.0% |
| All | +326.6% | -38.1% | +364.6% | +331.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling