+334.0%
OKLO vs COPX
+195.5%
+138.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +2.5% |
| 7D | +12.4% | +5.8% | +6.6% | +8.7% |
| 30D | -10.6% | +7.2% | -17.8% | -14.3% |
| 3M | -26.5% | +16.5% | -43.0% | -32.7% |
| 6M | -25.6% | +18.4% | -44.1% | -31.2% |
| YTD | -39.6% | +31.9% | -71.6% | -46.8% |
| 1Y | -38.8% | +88.5% | -127.2% | -53.5% |
| 3Y | +318.1% | +173.1% | +145.0% | +194.1% |
| 5Y | +339.7% | +193.1% | +146.6% | +207.5% |
| All | +334.0% | +195.5% | +138.5% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling