+160.8%
OKLO vs COO
-23.3%
+184.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.5% | +11.5% | +13.7% |
| 7D | +14.1% | +4.3% | +9.8% | +13.5% |
| 30D | -22.7% | +17.6% | -40.2% | -24.4% |
| 3M | -44.6% | -13.9% | -30.7% | -43.4% |
| 6M | -63.0% | +6.6% | -69.5% | -64.0% |
| YTD | -62.6% | -22.0% | -40.6% | -60.7% |
| 1Y | -76.2% | -8.8% | -67.4% | -75.7% |
| 3Y | +160.8% | -21.5% | +182.3% | +155.1% |
| All | +160.8% | -23.3% | +184.2% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling