+284.9%
OKLO vs COPX
+149.6%
+135.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -7.0% | +0.7% | +0.5% |
| 7D | +0.1% | -2.9% | +3.0% | +2.9% |
| 30D | -15.2% | 0.0% | -15.2% | -15.3% |
| 3M | -26.2% | +14.8% | -41.0% | -35.8% |
| 6M | -35.0% | +7.0% | -42.1% | -38.4% |
| YTD | -44.4% | +23.8% | -68.3% | -54.7% |
| 1Y | -45.9% | +75.7% | -121.6% | -68.0% |
| All | +284.9% | +149.6% | +135.4% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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