+132.5%
OKLO vs MNST
+68.0%
+64.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.1% | -2.1% |
| 7D | +1.6% | +1.6% | 0.0% | +1.6% |
| 30D | -17.6% | +5.1% | -22.7% | -17.9% |
| 3M | -48.5% | -0.5% | -48.0% | -48.5% |
| 6M | -65.7% | +8.1% | -73.8% | -66.2% |
| YTD | -66.7% | +21.2% | -87.9% | -68.0% |
| 1Y | -76.5% | +30.7% | -107.2% | -77.6% |
| 3Y | +132.5% | +67.3% | +65.2% | +106.8% |
| All | +132.5% | +68.0% | +64.5% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 3y: compounded portfolio wealth divided by compounded MNST 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…
3y analysis · Full analysis span regression · 6 months rolling