+151.4%
OKLO vs COO
-38.0%
+189.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -6.0% | -6.5% |
| 7D | +6.8% | +4.5% | +2.3% | +6.4% |
| 30D | -27.7% | +16.9% | -44.6% | -28.7% |
| 3M | -43.6% | -16.7% | -26.9% | -42.7% |
| 6M | -65.4% | +5.9% | -71.3% | -65.9% |
| YTD | -65.0% | -22.4% | -42.6% | -64.1% |
| 1Y | -77.5% | -10.1% | -67.4% | -77.2% |
| 3Y | +143.6% | -22.8% | +166.4% | +146.1% |
| 5Y | +154.7% | -41.4% | +196.1% | +156.4% |
| All | +151.4% | -38.0% | +189.4% | +154.6% |
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