+313.5%
OKLO vs COO
-32.1%
+345.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.7% |
| 7D | +2.8% | -2.2% | +5.0% | +3.0% |
| 30D | -4.0% | -7.0% | +3.0% | -3.5% |
| 3M | -36.9% | +12.2% | -49.1% | -37.9% |
| 6M | -37.1% | -15.1% | -22.0% | -35.9% |
| YTD | -42.5% | -15.1% | -27.4% | -41.4% |
| 1Y | -40.7% | +2.3% | -43.1% | -40.8% |
| 3Y | +299.1% | -23.7% | +322.8% | +300.0% |
| 5Y | +317.3% | -38.9% | +356.2% | +316.2% |
| All | +313.5% | -32.1% | +345.6% | +315.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling