+326.6%
OKLO vs M
+55.7%
+270.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.1% |
| 7D | +7.7% | -4.1% | +11.8% | +8.4% |
| 30D | -4.3% | -13.6% | +9.3% | -2.2% |
| 3M | -24.6% | -2.3% | -22.3% | -24.6% |
| 6M | -31.1% | +21.9% | -53.0% | -33.2% |
| YTD | -40.7% | -0.6% | -40.1% | -41.0% |
| 1Y | -42.4% | +29.7% | -72.2% | -44.9% |
| 3Y | +310.9% | +107.3% | +203.6% | +282.1% |
| 5Y | +332.6% | +20.5% | +312.1% | +301.7% |
| All | +326.6% | +55.7% | +270.8% | +292.6% |
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