+313.5%
OKLO vs M
+66.9%
+246.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +3.2% |
| 7D | +2.8% | +4.7% | -1.9% | +2.1% |
| 30D | -4.0% | -9.6% | +5.6% | -2.5% |
| 3M | -36.9% | +0.9% | -37.7% | -37.1% |
| 6M | -37.1% | +22.3% | -59.4% | -39.1% |
| YTD | -42.5% | +6.5% | -49.0% | -43.3% |
| 1Y | -40.7% | +38.8% | -79.5% | -43.8% |
| 3Y | +299.1% | +115.9% | +183.2% | +267.3% |
| 5Y | +317.3% | +28.6% | +288.7% | +283.5% |
| All | +313.5% | +66.9% | +246.6% | +276.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling