+151.4%
OKLO vs M
+83.2%
+68.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.5% | -7.0% | -6.6% |
| 7D | +6.8% | +5.0% | +1.8% | +6.0% |
| 30D | -27.7% | +10.6% | -38.3% | -28.9% |
| 3M | -43.6% | +1.6% | -45.2% | -43.9% |
| 6M | -65.4% | +30.8% | -96.2% | -66.9% |
| YTD | -65.0% | +16.9% | -81.9% | -66.1% |
| 1Y | -77.5% | +26.3% | -103.8% | -78.5% |
| 3Y | +143.6% | +158.6% | -15.0% | +120.5% |
| 5Y | +154.7% | +2.1% | +152.6% | +131.0% |
| All | +151.4% | +83.2% | +68.2% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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