+136.0%
OKLO vs MOD
+465.3%
-329.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +5.7% | +16.9% | +20.5% |
| 7D | -6.7% | -25.5% | +18.8% | +4.0% |
| 30D | -36.0% | -49.0% | +13.0% | -17.8% |
| 3M | -44.2% | -49.8% | +5.6% | -28.2% |
| 6M | -70.4% | -64.8% | -5.7% | -56.9% |
| YTD | -67.2% | -27.6% | -39.5% | -63.8% |
| 1Y | -77.9% | -35.2% | -42.7% | -74.6% |
| 3Y | +128.4% | +137.1% | -8.7% | +136.7% |
| 5Y | +139.1% | +760.3% | -621.2% | +147.2% |
| All | +136.0% | +465.3% | -329.3% | +142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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