+151.4%
OKLO vs MOD
+503.1%
-351.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.6% | -5.4% |
| 7D | +6.8% | -17.8% | +24.7% | +14.9% |
| 30D | -27.7% | -43.2% | +15.5% | -10.6% |
| 3M | -43.6% | -46.0% | +2.4% | -29.4% |
| 6M | -65.4% | -62.2% | -3.2% | -50.8% |
| YTD | -65.0% | -22.8% | -42.2% | -62.3% |
| 1Y | -77.5% | -35.5% | -42.0% | -74.1% |
| 3Y | +143.6% | +128.2% | +15.4% | +146.9% |
| 5Y | +154.7% | +791.6% | -636.9% | +157.4% |
| All | +151.4% | +503.1% | -351.7% | +153.0% |
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