-78.0%
OKLO vs M
+22.4%
-100.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.4% | -5.0% |
| 7D | +27.3% | +0.6% | +26.8% | +26.8% |
| 30D | -23.1% | +7.0% | -30.1% | -24.2% |
| 3M | -45.8% | +3.1% | -49.0% | -46.0% |
| 6M | -66.8% | +33.5% | -100.3% | -69.2% |
| YTD | -65.9% | +13.4% | -79.3% | -67.9% |
| 1Y | -78.0% | +22.4% | -100.4% | -79.0% |
| All | -78.0% | +22.4% | -100.4% | -79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling