+299.6%
OKLO vs MET
+98.0%
+201.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.1% | -7.5% | -6.7% |
| 7D | +0.1% | -2.5% | +2.6% | +0.9% |
| 30D | -15.2% | 0.0% | -15.1% | -15.3% |
| 3M | -26.2% | +13.1% | -39.2% | -30.1% |
| 6M | -35.0% | +39.0% | -74.0% | -43.3% |
| YTD | -44.4% | +25.2% | -69.6% | -49.7% |
| 1Y | -45.9% | +25.6% | -71.6% | -51.1% |
| 3Y | +284.9% | +67.1% | +217.9% | +238.0% |
| 5Y | +305.3% | +85.1% | +220.2% | +254.5% |
| All | +299.6% | +98.0% | +201.6% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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